Forecasting stock returns : do less powerful predictors help?
Yaojie Zhang, Qing Zeng, Feng Ma, Benshan Shi
| Year of publication: |
2019
|
|---|---|
| Authors: | Zhang, Yaojie ; Zeng, Qing ; Ma, Feng ; Shi, Benshan |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 78.2019, p. 32-39
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| Subject: | Monte Carlo simulation | Combination forecasts | Complementary information | Multivariate regression model | Stock return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Monte-Carlo-Simulation | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.09.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012198825