Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Deshui Yu, Li Chen, Luyang Li
| Year of publication: |
2023
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|---|---|
| Authors: | Yu, Deshui ; Li, Chen ; Li, Luyang |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 224.2023, p. 1-6
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| Subject: | Long-horizon stock return | Time-varying coefficient | Profile estimation | Present-value model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | CAPM | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Nichtparametrische Schätzung | Nonparametric estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2023.111033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014307887