Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach (Q4619547)
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scientific article; zbMATH DE number 7013665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach |
scientific article; zbMATH DE number 7013665 |
Statements
Consumption, aggregate wealth and expected stock returns: a fractional cointegration approach (English)
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6 February 2019
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\(cay\)
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fractional cointegration
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frequency domain least squares
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asset return forecasting
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