Predicting stock returns : a regime-switching combination approach and economic links

Xiaoneng Zhu; Jie Zhu

Year of publication:	2013
Authors:	Zhu, Xiaoneng ; Zhu, Jie
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 11, p. 4120-4133
Subject:	Stock returns \| Predictability \| Regime switching \| Uncertainty \| Time-varying predictability \| Prognoseverfahren \| Forecasting model \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation \| Markov-Kette \| Markov chain \| Prognose \| Forecast \| Börsenkurs \| Share price \| Kapitalmarktrendite \| Capital market returns

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