Corrigendum to ``Predictability of stock returns and asset allocation under structural breaks

DOI10.1016/j.jeconom.2020.02.008OpenAlexW3133827085MaRDI QIDQ2116352

Davide Pettenuzzo, Yong Song, Allan G. Timmermann

Publication date: 16 March 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.02.008

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Cites Work

• Predictability of stock returns and asset allocation under structural breaks
• Estimation and comparison of multiple change-point models
• Getting It Right

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