The use of recursive model selection strategies in forecasting stock returns
M. Hashem Pesaran and Allan Timmermann
| Year of publication: |
1994
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
| Publisher: |
Cambridge : Univ. of Cambridge, Dep. of Applied Economics |
| Subject: | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Inflationserwartung | Inflation expectations | Theorie der Arbeitslosigkeit | Unemployment theory |
| Extent: | 43 S. graph. Darst. |
|---|---|
| Series: | DAE working paper. - Cambridge, ZDB-ID 2200094-X. - Vol. 9406 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 41 - 43 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000147745