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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.

Record type: Conference or Workshop Item (Paper)

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Published date: April 2007
Venue - Dates: International Workshop on Computational and Financial Econometrics, 2007-04-20 - 2007-04-22
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: 18 Jul 2017 11:08

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