A frequency-domain alternative to long-horizon regressions with application to return predictability
Natalia Sizova
| Year of publication: |
2014
|
|---|---|
| Authors: | Sizova, Natalia |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 261-272
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| Subject: | Predictive regression | Semiparametric method | Local-to-unity | Long memory | Long-horizon regression | Subsampling | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011285632