Robust econometric inference for stock return predictability
Alexandros Kostakis; Tassos Magdalinos; Michalis P. Stamatogiannis
| Year of publication: |
2015
|
|---|---|
| Authors: | Kostakis, Alexandros ; Magdalinos, Tassos ; Stamatogiannis, Michalis P. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 28.2015, 5, p. 1506-1553
|
| Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Induktive Statistik | Statistical inference | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States | 1927-2012 |
| 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/10011338192