Forecasting the forecasts of others : implications for asset pricing
Year of publication: |
2012
|
---|---|
Authors: | Makarov, Igor ; Ryčkov, Oleg |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 147.2012, 3, p. 941-966
|
Subject: | Prognoseverfahren | Forecasting model | Rationalität | Rationality | CAPM | Dynamische Wirtschaftstheorie | Economic dynamics | Autokorrelation | Autocorrelation | Theorie | Theory |
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