Equity premium prediction : the role of economic and statistical constraints
Jiahan Li, Ilias Tsiakas
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Li, Jiahan ; Tsiakas, Ilias |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 36.2017, p. 56-75
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| Subject: | Equity premium | Out-of-sample prediction | Economic fundamentals | Technical indicators | Shrinkage estimation | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2016.09.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011820360