Subsampling-based tests of stock-return predictability
Year of publication: |
July 2006
|
---|---|
Other Persons: | Choi, In (contributor) ; Chue, Timothy K. (contributor) |
Publisher: |
Tokyo : Hitotsubashi Univ. Research Unit for Statistical Analysis in Social Sciences, Inst. of Economic Research, Hitotsubashi Univ. |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | Schätzung | Estimation | Börsenkurs | Share price |
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