Data snooping in equity premium prediction
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DOI: 10.1016/j.ijforecast.2020.03.002
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- Ciner, Cetin, 2022. "Predicting the equity market risk premium: A model selection approach," Economics Letters, Elsevier, vol. 215(C).
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Keywords
Equity premium; Prediction; Data snooping; Multiple testing; Return predictability;All these keywords.
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