Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks

DOI10.1016/J.JECONOM.2020.02.008OpenAlexW3133827085MaRDI QIDQ2116352FDOQ2116352

Allan Timmermann, Davide Pettenuzzo, Yong Song

Publication date: 16 March 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.02.008

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20)

Cites Work

• Estimation and comparison of multiple change-point models
• Predictability of stock returns and asset allocation under structural breaks
• Getting It Right

Cited In (1)

• Corrigendum to ``A new characterization of comonotonicity and its application in behavioral finance.

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