Cover Image

New testing approaches for mean-variance predictability

Gabriele Fiorentini, Enrique Sentana
Year of publication:
December 2018
Authors: Fiorentini, Gabriele ; Sentana, Enrique
Publisher: Madrid, Spain : Centro de estudios monetarios y financieros
Subject: Financial forecasting | moment tests | misspecification | robustness | volatility | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Statistischer Test | Statistical test
freely available
Full text |
www.cemfi.es
Check Google Scholar
In German libraries (KVK)
I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012018576
Similar items by subject
Similar items by person