US stock return predictability with high dimensional models
Afees A. Salisu, Jean Paul Tchankam
| Year of publication: |
2022
|
|---|---|
| Authors: | Salisu, Afees A. ; Tchankam, Jean Paul |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-5
|
| Subject: | US stock returns | High-dimensional models | Forecast evaluation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | USA | United States | Börsenkurs | Share price | CAPM | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102194 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581651