Comparison of forecasting methods with an application to predicting excess equity premium
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DOI: 10.1016/j.matcom.2010.03.010
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- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021.
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Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 45(3), pages 413-427, July.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020. "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series 8211, CESifo.
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