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An out of-sample recursive residuals graphical approach for equity premium and stock return prediction: Monte Carlo evidence

An out of-sample recursive residuals graphical approach for equity premium and stock return prediction: Monte Carlo evidence
An out of-sample recursive residuals graphical approach for equity premium and stock return prediction: Monte Carlo evidence
Papadimitriou, Fotios
e90e7f7a-0d8d-4fbb-9b08-729d2dd2e217
Papadimitriou, Fotios
e90e7f7a-0d8d-4fbb-9b08-729d2dd2e217

Papadimitriou, Fotios (2007) An out of-sample recursive residuals graphical approach for equity premium and stock return prediction: Monte Carlo evidence. International Workshop on Computational and Financial Econometrics, Geneva. 19 - 21 Apr 2007.

Record type: Conference or Workshop Item (Paper)

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Published date: April 2007
Venue - Dates: International Workshop on Computational and Financial Econometrics, Geneva, 2007-04-19 - 2007-04-21
Organisations: Southampton Business School

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Local EPrints ID: 203581
URI: http://eprints.soton.ac.uk/id/eprint/203581
PURE UUID: cbe96f75-eebb-4b11-a21a-4d8b15596730

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Date deposited: 18 Nov 2011 14:22
Last modified: 10 Dec 2021 19:52

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Contributors

Author: Fotios Papadimitriou

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