Predictable return distributions
Thomas Q. Pedersen
| Year of publication: |
2015
|
|---|---|
| Authors: | Pedersen, Thomas Q. |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 2, p. 114-132
|
| Subject: | return predictability | return distribution | quantile regression | multivariate model | out-of-sample forecast | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis | Prognose | Forecast | Theorie | Theory | Kapitalmarktrendite | Capital market returns |
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