Bagging constrained equity premium predictors
Eric Hillebrand; Tae-Hwy Lee and Marcelo C. Medeiros
| Year of publication: |
2014
|
|---|---|
| Authors: | Hillebrand, Eric ; Lee, Tae-hwy ; Medeiros, Marcelo C. |
| Published in: |
Essays in nonlinear time series econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-967995-9. - 2014, p. 330-356
|
| Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10010385832