International stock return predictability : evidence from new statistical tests
Amélie Charles, Olivier Darné, Jae H. Kim
| Year of publication: |
November 2017
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|---|---|
| Authors: | Charles, Amélie ; Darné, Olivier ; Kim, Jae H. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 54.2017, p. 97-113
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| Subject: | Augmented regression method | Financial ratios | Forecasting | Technical indicators | Wild bootstrap | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Bootstrap-Verfahren | Bootstrap approach | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Aktienindex | Stock index | Prognose | Forecast | Statistischer Test | Statistical test | Betriebliche Kennzahl | Financial ratio |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.06.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011878164