Forecasting equity premium : global historical average versus local historical average and constraints
Tae-Hwy Lee, Yundong Tu & Aman Ullah
| Year of publication: |
2015
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|---|---|
| Authors: | Lee, Tae-hwy ; Tu, Yundong ; Ullah, Aman |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 3, p. 393-402
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| Subject: | Bagging | Equity premium | Model averaging | Nonparametric local historical average model | Positivity constraint | Semiparametric single index model | Risikoprämie | Risk premium | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011390401