Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Yong Bao and Tae-Hwy Lee
| Year of publication: |
2006
|
|---|---|
| Authors: | Bao, Yong ; Lee, Tae-hwy |
| Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 41-62
|
| Subject: | CAPM | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | 1990-2003 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003350084