A refined asymptotic framework for dividend yield in predictive regressions (Q1667999)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A refined asymptotic framework for dividend yield in predictive regressions |
scientific article; zbMATH DE number 6929978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A refined asymptotic framework for dividend yield in predictive regressions |
scientific article; zbMATH DE number 6929978 |
Statements
A refined asymptotic framework for dividend yield in predictive regressions (English)
0 references
31 August 2018
0 references
local-to-unity
0 references
local-to-zero
0 references
long-horizon \(R^2\)
0 references
signal-to-noise ratio
0 references
0 references
0.8284972
0 references
0.8237298
0 references
0.8195936
0 references
0.81865394
0 references
0.8151403
0 references
0 references
