Pages that link to "Item:Q959244"
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The following pages link to Stock and bond return predictability: the discrimination power of model selection criteria (Q959244):
Displaying 8 items.
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Correcting and combining time series forecasters (Q470161) (← links)
- How much stock return predictability can we expect from an asset pricing model? (Q988662) (← links)
- On properties of predictors derived with a two-step bootstrap model averaging approach -- a simulation study in the linear regression model (Q1023609) (← links)
- Simple VARs cannot approximate Markov switching asset allocation decisions: an out-of-sample assessment (Q1927136) (← links)
- Copulas-based time series combined forecasters (Q2282308) (← links)
- The “Fed Model” and the Predictability of Stock Returns* (Q4554084) (← links)
- Back propagation neural network based big data analytics for a stock market challenge (Q5866103) (← links)
