Pages that link to "Item:Q2158352"
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The following pages link to Predicting the equity market risk premium: a model selection approach (Q2158352):
Displaying 9 items.
- Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
- Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model (Q1023643) (← links)
- Measuring short-term risk of initial public offering of equity securities: a hybrid Bayesian and data-envelopment-analysis-based approach (Q2240223) (← links)
- Perpetual learning and stock return predictability (Q2446469) (← links)
- Tail risk and return predictability for the Japanese equity market (Q2658790) (← links)
- Out‐of‐sample equity premium prediction: A scenario analysis approach (Q4687675) (← links)
- How to choose the return model for market risk? Getting towards a right magnitude of stressed VaR (Q5234365) (← links)
- Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance (Q6090598) (← links)
