Forecasting stock returns : a time-dependent weighted least squares approach
Year of publication: |
2021
|
---|---|
Authors: | Wang, Yudong ; Hao, Xianfeng ; Wu, Chongfeng |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 53.2021, p. 1-17
|
Subject: | Equity premium | Machine learning | Out-of-sample forecasting | Structural break | Weighted least squares | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kleinste-Quadrate-Methode | Least squares method | Strukturbruch | Zeitreihenanalyse | Time series analysis |
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