Predicting returns and dividend growth : the role of non-Gaussian innovations
Tamás Kiss, Stepan Mazur, Hoang Nguyen
| Year of publication: |
2022
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|---|---|
| Authors: | Kiss, Tamás ; Mazur, Stepan ; Nguyen, Hoang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-7
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| Subject: | Return predictability | Bayesian VAR | Dividend growth predictability | Predictive regression | Dividende | Dividend | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | Prognose | Forecast | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102315 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013341435