In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence
Year of publication: |
2011
|
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Authors: | Herwartz, Helmut ; Kholodilin, Konstantin A. |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Stock market bubbles | out-of-sample forecasting | financial ratios | OECD countries |
Extent: | application/pdf |
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Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 1173 39 pages long |
Classification: | G1 - General Financial Markets ; G17 - Financial Forecasting ; E27 - Forecasting and Simulation |
Source: |
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Uncertainty of macroeconomic forecasters and the prediction of stock market bubbles
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In-sample and out-of-sample prediction of stock market bubbles: Cross-sectional evidence
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