Economic uncertainty and time-varying return predictability

Li Liu

Year of publication:	2024
Authors:	Liu, Li
Published in:	Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 68.2024, Art.-No. 106025, p. 1-7
Subject:	Equity premium \| Cross-validation \| Economic uncertainty \| Out-of-sample forecasting \| Weighted least squares \| Prognoseverfahren \| Forecasting model \| Risiko \| Risk \| Risikoprämie \| Risk premium \| Kapitaleinkommen \| Capital income \| ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory

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