Stock Return Predictability: Evaluation based on interval forecasts
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DOI: 10.1111/boer.12298
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- Amélie Charles & Olivier Darné & Jae H. Kim, 2022. "Stock return predictability: Evaluation based on interval forecasts," Bulletin of Economic Research, Wiley Blackwell, vol. 74(2), pages 363-385, April.
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More about this item
Keywords
Autoregressive Model; Bootstrapping; Financial Ratios; Forecasting; Interval Score; Market Efficiency;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2022-06-27 (Financial Markets)
- NEP-FOR-2022-06-27 (Forecasting)
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