Complete subset averaging methods in corporate bond return prediction
Tingting Cheng, Shan Jiang, Albert Bo Zhao, Zhimin Jia
| Year of publication: |
2023
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|---|---|
| Authors: | Cheng, Tingting ; Jiang, Shan ; Zhao, Albert Bo ; Jia, Zhimin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 54.2023, p. 1-10
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| Subject: | Complete subset quantile averaging | Complete subset regression | Corporate bond return | Out-of-sample performance | Unternehmensanleihe | Corporate bond | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103727 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472688