Market timing and return prediciton under model instability
Year of publication: |
2002
|
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Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 9.2002, 5, p. 495-510
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Schätzung | Estimation | USA | United States |
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