South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Year of publication: |
2012
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Authors: | Gupta, Rangan ; Modise, Mampho P. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 908-916
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Subject: | Stock return predictability | Financial variables | Nested models | In-sample tests | Out-of-sample tests | Data mining | General-to-specific model selection | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Data Mining | Südafrika | South Africa | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation |
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