New testing approaches for mean-variance predictability
Gabriele Fiorentini, Enrique Sentana
| Year of publication: |
2021
|
|---|---|
| Authors: | Fiorentini, Gabriele ; Sentana, Enrique |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 1,2, p. 516-538
|
| Subject: | Financial forecasting | Misspecification | Moment tests | Robustness | Volatility | Volatilität | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Kapitalmarktrendite | Capital market returns | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.07.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619733