Forecasting stock returns under economic constraints
Davide Pettenuzzo; Allan Timmermann; Rossen Valkanov
| Year of publication: |
2014
|
|---|---|
| Authors: | Pettenuzzo, Davide ; Timmermann, Allan ; Valkanov, Rossen I. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 114.2014, 3, p. 517-553
|
| Subject: | Economic constraints | Sharpe ratio | Equity premium predictions | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Theorie | Theory | Schätzung | Estimation | Welt | World |
| 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/10010532691