Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
| Year of publication: |
2012
|
|---|---|
| Authors: | Engsted, Tom ; Pedersen, Thomas Q. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 19.2012, 2, p. 241-254
|