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