Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns : Evidence from Density Forecast Comparison
Year of publication: |
2016
|
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Authors: | Bao, Yong |
Other Persons: | Lee, Tae-Hwy (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process | CAPM |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Advances in Econometrics, 2006, vol. 20(B), 41-62 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 25, 2006 erstellt Volltext nicht verfügbar |
Classification: | C2 - Econometric Methods: Single Equation Models ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling ; F3 - International Finance ; G0 - Financial Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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