Evaluating the "Fed Model" of stock price valuation : an out-of-sample forecasting perspective
Dennis W. Jansen and Zijun Wang
| Year of publication: |
2006
|
|---|---|
| Authors: | Jansen, Dennis W. ; Wang, Zijun |
| Published in: |
Econometric analysis of financial and economic time series ; part B ; 20. - Amsterdam [u.a.] : Elsevier JAI, ISBN 0-7623-1273-4. - 2006, p. 179-204
|
| Subject: | CAPM | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Kointegration | Cointegration | USA | United States | 1979-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003350089