Out-of-sample equity premium predictability in South Africa : evidence from a large number of predictors
Rangan Gupta, Mampho P. Modise and Josine Uwilingiye
| Year of publication: |
2016
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| Authors: | Gupta, Rangan ; Modise, Mampho P. ; Uwilingiye, Josine |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 7/9, p. 1935-1955
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| Subject: | bagging | Bayesian predictive regressions | equity premium | forecast combinations | predictive regressions | principal component regressions | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Südafrika | South Africa | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2015.1058075 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011594903