A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638)
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scientific article; zbMATH DE number 7048312
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A unified test for predictability of asset returns regardless of properties of predicting variables |
scientific article; zbMATH DE number 7048312 |
Statements
A unified test for predictability of asset returns regardless of properties of predicting variables (English)
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26 April 2019
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empirical likelihood
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predictive regression
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weighted score
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0.8366137742996216
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0.7966687083244324
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0.7870914340019226
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0.77858567237854
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0.7576760053634644
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