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
University of Southampton
Papadimitriou, F.
e90e7f7a-0d8d-4fbb-9b08-729d2dd2e217
Kellard, N.M.
138e0616-4aef-4941-97eb-c0b93c715571
Nankervis, J.C.
5f6f7bcb-01f0-4620-9592-30c66b9fb0ec
2009
Papadimitriou, F.
e90e7f7a-0d8d-4fbb-9b08-729d2dd2e217
Kellard, N.M.
138e0616-4aef-4941-97eb-c0b93c715571
Nankervis, J.C.
5f6f7bcb-01f0-4620-9592-30c66b9fb0ec
Papadimitriou, F., Kellard, N.M. and Nankervis, J.C.
(2009)
An out of-sample recursive residuals graphical approach for equity premium and stock return prediction: Monte Carlo evidence
(Discussion Papers in Centre for Banking, Finance and Sustainable Development, CBSFD-09-02)
Southampton, UK.
University of Southampton
Record type:
Monograph
(Discussion Paper)
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Published date: 2009
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Local EPrints ID: 71271
URI: http://eprints.soton.ac.uk/id/eprint/71271
PURE UUID: aa94929a-465d-465a-805d-4cc2c96863ff
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Date deposited: 09 Feb 2010
Last modified: 10 Dec 2021 16:33
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Contributors
Author:
F. Papadimitriou
Author:
N.M. Kellard
Author:
J.C. Nankervis
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