Out-of-sample equity premium prediction : the role of option-implied constraints
Yunqi Wang, Ti Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Yunqi ; Zhou, Ti |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 70.2023, p. 199-226
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| Subject: | Forecast constraints | Higher-order moments | Option-implied bounds | Out-of-sample predictability | Term structure | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014423642