Predictive ability of three different estimates of "cay" to excess stock returns : a comparative study for South Africa and USA
Noha Emara
| Year of publication: |
2014
|
|---|---|
| Authors: | Emara, Noha |
| Published in: |
European research studies : an international multidisciplinary journal with topics in European integration. - Piraeus, ISSN 1108-2976, ZDB-ID 2694391-8. - Vol. 17.2014, 1, p. 3-17
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| Subject: | Forecast | Excess Return | In-sample | Out-of-sample | Nested Forecast | Südafrika | South Africa | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | USA | United States | Prognose | Schätzung | Estimation | Theorie | Theory | Vergleich | Comparison | ARCH-Modell | ARCH model |
| 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/10011383243