Real‐time detection of regimes of predictability in the US equity premium
| Year of publication: |
2020
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen J. ; Sollis, Robert ; Taylor, A.M. Robert |
| Published in: |
Journal of Applied Econometrics. - Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 36.2020, 1 (15.09.), p. 45-70
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Research data: | |
| Other identifiers: | 10.1002/jae.2794 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012273458