Chinese stock market return predictability : adaptive complete subset regressions
Keqi Chen, Rui Chen, Xueyong Zhang, Min Zhu
| Year of publication: |
October 2016
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|---|---|
| Authors: | Chen, Keqi ; Chen, Rui ; Zhang, Xueyong ; Zhu, Min |
| Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 45.2016, 5, p. 779-804
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| Subject: | Chinese stock market | Forecast combination | Out-of-sample predictability | China | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Prognose | Forecast | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ajfs.12152 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011630796