Taking stock of long-horizon predictability tests : are factor returns predictable?
Alexandros Kostakis, Tassos Magdalinos, Michalis P. Stamatogiannis
| Year of publication: |
2023
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|---|---|
| Authors: | Kostakis, Alexandros ; Magdalinos, Tassos ; Stamatogiannis, Michalis P. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-25
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| Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.10.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471823