Predicting returns and volatility with macroeconomic variables : evidence from tests of encompassing
Robert Sollis
| Year of publication: |
2005
|
|---|---|
| Authors: | Sollis, Robert |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 24.2005, 3, p. 221-231
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | USA | United States | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002749178