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 At International Workshop on Computational and Financial Econometrics. 20 - 22 Apr 2007.

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Item Type: Conference or Workshop Item (Paper)
Venue - Dates: International Workshop on Computational and Financial Econometrics, 2007-04-20 - 2007-04-22
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Organisations: Southampton Business School
ePrint ID: 203581
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April 2007Published
Date Deposited: 18 Nov 2011 14:22
Last Modified: 18 Apr 2017 01:16
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/203581

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