A Quantile Regression Approach to Equity Premium Prediction (Q4687529)
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scientific article; zbMATH DE number 6952439
Language | Label | Description | Also known as |
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English | A Quantile Regression Approach to Equity Premium Prediction |
scientific article; zbMATH DE number 6952439 |
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A Quantile Regression Approach to Equity Premium Prediction (English)
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12 October 2018
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forecast combination
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point forecasts
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time-varying weights
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out-of-sample forecasts
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