Model uncertainty and asset return predictability : an application of Bayesian model averaging
Rumi Masih, A. Mansur M. Masih and Kilian Mie
| Year of publication: |
2010
|
|---|---|
| Authors: | Masih, Rumi ; Masih, Abdul Mansur M. ; Mie, Kilian |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 42.2010, 13/15, p. 1963-1972
|
| Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008737873