New testing approaches for mean-variance predictability
Gabriele Fiorentini and Enrique Sentana
| Year of publication: |
04 January 2019
|
|---|---|
| Authors: | Fiorentini, Gabriele ; Sentana, Enrique |
| Publisher: |
London : Centre for Economic Policy Research |
| Subject: | Financial forecasting | Moment tests | Misspecification | robustness | volatility | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Kapitalmarktrendite | Capital market returns |
Online Resource
| Extent: | 1 Online-Ressource (circa 94 Seiten) Illustrationen |
|---|---|
| Series: | Discussion papers / CEPR. - London : CEPR, ISSN 2045-6573, ZDB-ID 2001019-9. - Vol. DP13426 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Testaufnahme - http://hdl.handle.net/11159/3366 gilt für ein anderes Dokument! |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012025064