Are advanced emerging market stock returns predictable? : a regime-switching forecast combination approach
Afsaneh Bahrami, Abul Shamsuddin, Katherine Uylangco
| Year of publication: |
2019
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|---|---|
| Authors: | Bahrami, Afsaneh ; Shamsuddin, Abul ; Uylangco, Katherine |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 55.2019, p. 142-160
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| Subject: | Advanced emerging markets | Forecast combinations | Markov regime-switching | Return predictability | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Schätzung | Estimation | Prognose | Forecast | Börsenkurs | Share price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2019.02.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012169521