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

DOI10.1016/J.JECONOM.2020.02.008MaRDI QIDQ2116352zbMATH OpenOpenAlexFDO

Authors Davide Pettenuzzo, Yong Song, Allan Timmermann

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
• Getting It Right
• Predictability of stock returns and asset allocation under structural breaks

Cited in

(1)

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

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