Consistent local spectrum inference for predictive return regressions
Torben G. Andersen, Rasmus T. Varneskov
| Year of publication: |
2022
|
|---|---|
| Authors: | Andersen, Torben ; Varneskov, Rasmus Tangsgaard |
| Subject: | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466622000354 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539347