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.

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Item Type: Conference or Workshop Item (Paper)
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Subjects: Q Science > QA Mathematics
Divisions: Faculty of Business and Law > Southampton Management School
ePrint ID: 203581
Date Deposited: 18 Nov 2011 14:22
Last Modified: 27 Mar 2014 19:48
URI: http://eprints.soton.ac.uk/id/eprint/203581

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