Gaussian inference in predictive regressions for stock returns
Matei Demetrescu and Benjamin Hillmann
| Year of publication: |
2025
|
|---|---|
| Authors: | Demetrescu, Matei ; Hillmann, Benjamin |
| Subject: | extremum estimation | predictive power | unknown persistence | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Schätztheorie | Estimation theory | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaf004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339754