Predictive regressions with time-varying coefficients
Thomas Dangl; Michael Halling
| Year of publication: |
2012
|
|---|---|
| Authors: | Dangl, Thomas ; Halling, Michael |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 106.2012, 1, p. 157-181
|
| Subject: | Empirical asset pricing | Equity return prediction | Bayesian econometrics | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price | Schätztheorie | Estimation theory | Ökonometrie | Econometrics |
| Extent: | graph. Darst. |
|---|---|
| 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/10009666666