In-sample and out-of-sample prediction of stock market bubbles : cross-sectional evidence
Year of publication: |
2014
|
---|---|
Authors: | Herwartz, Helmut ; Cholodilin, Konstantin Arkadʹevič |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 1, p. 15-31
|
Subject: | stock market bubbles | out-of-sample forecasting | financial ratios | OECD countries | Schätzung | Estimation | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Spekulationsblase | Bubbles | Börsenkurs | Share price | OECD-Staaten |
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