An out of-sample recursive residuals graphical approach for equity premium and stock return prediction: Monte Carlo evidence
Papadimitriou, Fotios (2007) An out of-sample recursive residuals graphical approach for equity premium and stock return prediction: Monte Carlo evidence. In, International Workshop on Computational and Financial Econometrics, Geneva, , Switzerland , 20 - 22 Apr 2007.
Download
Full text not available from this repository.
| Item Type: | Conference or Workshop Item (Paper) |
|---|---|
| Related URLs: | |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Business and Law > Southampton Management School |
| Item ID: | 203581 |
| Date Deposited: | 18 Nov 2011 14:22 |
| Last Modified: | 22 Nov 2011 15:05 |
| Contributors: | Papadimitriou, Fotios (Author) |
| Date: | April 2007 |
| Status: | Unpublished |
| URI: | http://eprints.soton.ac.uk/id/eprint/203581 |
Actions (login required)
 |
View Item |
