South African stock return predictability in the context data mining : the role of financial variables and international stock returns
Rangan Gupta; Mampho P. Modise
| Year of publication: |
2012
|
|---|---|
| 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
|
| Subject: | Stock return predictability | Financial variables | Nested models | In-sample tests | Out-of-sample tests | Data mining | General-to-specific model selection | Prognoseverfahren | Forecasting model | Data Mining | Kapitaleinkommen | Capital income | Südafrika | South Africa | Schätzung | Estimation | Prognose | Forecast | Börsenkurs | Share price |
| 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://ebvufind01.dmz1.zbw.eu/10009545495