Model uncertainty, thick modelling and the predictability of stock returns
Year of publication: |
2003
|
---|---|
Authors: | Aiolfi, Marco ; Favero, Carlo A. |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risiko | Risk | Theorie | Theory | Aktienrendite | Ökonometrisches Modell |
-
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio, (2019)
-
Disagreement in economic forecasts and equity returns : risk or mispricing?
Bali, Turan G., (2023)
-
Systematic risk and the cross section of hedge fund returns
Bali, Turan G., (2012)
- More ...
-
Model uncertainty, thick modelling and the predictability of stock returns
Aiolfi, Marco, (2005)
-
Model Uncertainty, Thick Modelling and the Predictability of Stock Returns
Aiolfi, Marco, (2003)
-
Recursive `thick´ modeling of excess returns and portfolio allocation
Favero, Carlo A.,
- More ...