Evaluating the ‘Fed Model’ of Stock Price Valuation: An out-of-sample forecasting perspective
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Publication:3571982
DOI10.1016/S0731-9053(05)20026-9zbMath1190.91158OpenAlexW2489318132MaRDI QIDQ3571982
Publication date: 30 June 2010
Published in: Advances in Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0731-9053(05)20026-9
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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