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

DOI10.1016/J.JECONOM.2020.02.008MaRDI QIDQ2116352OpenAlexFDO

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.

This page was built for publication: Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2116352)