Equity premium prediction : keep it sophisticatedly simple
Year of publication: |
2021
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Authors: | Yin, Anwen |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 5.2021, 2, p. 264-286
|
Subject: | equity premium | forecast combination | structural break | averaging window | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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