Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Li Liu, Ruijun Bu, Zhiyuan Pan, Yuhua Xu
| Year of publication: |
2019
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|---|---|
| Authors: | Liu, Li ; Bu, Ruijun ; Pan, Zhiyuan ; Xu, Yuhua |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 124-135
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| Subject: | Stock returns | Block bootstrap | Mean predictability | S&P 500 index | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.12.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012201494