Reconciling the return predictability evidence: in-sample forecasts, out-of-sample forecasts, and parameter instability
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
London
Centre for Economic Policy Research
2005
|
| Schriftenreihe: | Discussion paper series / Centre for Economic Policy Research
5355 : Financial economics |
| Beschreibung: | 27, [27] S. 22 cm |
Internformat
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Datensatz im Suchindex
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| spelling | Lettau, Martin 1966- Verfasser (DE-588)128731788 aut Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability Martin Lettau and Stijn van Nieuwerburgh London Centre for Economic Policy Research 2005 27, [27] S. 22 cm txt rdacontent n rdamedia nc rdacarrier Discussion paper series / Centre for Economic Policy Research 5355 : Financial economics Nieuwerburgh, Stijn van Verfasser (DE-588)128773294 aut Erscheint auch als Online-Ausgabe Centre for Economic Policy Research <London> Discussion paper 5355 (DE-604)BV023545932 5355 |
| spellingShingle | Lettau, Martin 1966- Nieuwerburgh, Stijn van Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability |
| title | Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability |
| title_auth | Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability |
| title_exact_search | Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability |
| title_exact_search_txtP | Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability |
| title_full | Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability Martin Lettau and Stijn van Nieuwerburgh |
| title_fullStr | Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability Martin Lettau and Stijn van Nieuwerburgh |
| title_full_unstemmed | Reconciling the return predictability evidence in-sample forecasts, out-of-sample forecasts, and parameter instability Martin Lettau and Stijn van Nieuwerburgh |
| title_short | Reconciling the return predictability evidence |
| title_sort | reconciling the return predictability evidence in sample forecasts out of sample forecasts and parameter instability |
| title_sub | in-sample forecasts, out-of-sample forecasts, and parameter instability |
| volume_link | (DE-604)BV023545932 |
| work_keys_str_mv | AT lettaumartin reconcilingthereturnpredictabilityevidenceinsampleforecastsoutofsampleforecastsandparameterinstability AT nieuwerburghstijnvan reconcilingthereturnpredictabilityevidenceinsampleforecastsoutofsampleforecastsandparameterinstability |