Out-of-sample equity premium predictability and sample split-invariant inference
Gueorgui I. Kolev, Rasa Karapandza
| Year of publication: |
November 2017
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|---|---|
| Authors: | Kolev, Gueorgui I. ; Karapandža, Raša |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 84.2017, p. 188-201
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| Subject: | Equity premium predictability | Out-of-sample inference | Sample split choice | Bootstrap | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.07.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011816844