New testing approaches for mean-variance predictability
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 |
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