Out‐of‐sample equity premium prediction: A scenario analysis approach (Q4687675)
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scientific article; zbMATH DE number 6952668
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Out‐of‐sample equity premium prediction: A scenario analysis approach |
scientific article; zbMATH DE number 6952668 |
Statements
Out‐of‐sample equity premium prediction: A scenario analysis approach (English)
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12 October 2018
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combination forecast
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Markov chain
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quantile regression
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scenario analysis
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0.87343866
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0.8669925
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0.8563141
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0.84388846
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0.84140116
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0.8331839
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0.8329835
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0.8273633
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