Equity premiumForecast evaluationThis study comprehensively investigates the uncertainty on parameter instability and model selection when forecasting the equity premium out-of-sample. We employ the robust opti
Zhou, 2010, Out-of-sample equity premium prediction: Combination forecasts and links to the real economy, Review of Financial Studies 23, 821-862.Rapach, D. E., J. K. Strauss, and G. Zhou (2010). Out-of-sample equity premium prediction: Combination forecasts and links to the real ...
Strauss, and Guofu Zhou, 2009, Out-of-sample equity premium pre- diction: Combination forecasts and links to the real economy, Review of Financial Studies, forthcoming.Rapach, D., J. Strauss, and G. Zhou. 2010. Out-of-sample equity premium prediction: Combination forecast and links to the...
For the purpose of real time prediction and risk management, focusing on the dynamic relation between volume and returns is perhaps more informative than the often elusive contemporaneous causality. Nevertheless, almost all of these empirical studies conduct their analysis using in-sample regressions. An...
can steer clear of gartner’s prediction. focusing social business on business challenges is the key lesson learned. companies that are successfully shifting out of first gear don’t view social as “an app” that will thrive at work simply because it thrives outside the office. these ...
can steer clear of gartner’s prediction. focusing social business on business challenges is the key lesson learned. companies that are successfully shifting out of first gear don’t view social as “an app” that will thrive at work simply because it thrives outside the office. these ...
In most of the years in our sample (1973-1996) individuals received more than 50% of the dividends paid out by corporations. Moreover, most of these dividends were received by individuals in high tax brackets (those with annual gross income over $50,000). Peterson, Peterson, and Ang (...
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Meligkotsidou, L., Vrontos, I.D., Vrontos, S.D., 2014. Out-of-sample equity premium prediction: a complete subset quantile regression qpproach. J. Forecast- ing, 33, 558-576.Meligkotsidou, L., Vrontos, I. D., & Vrontos, S. D. (2014). Out-of-Sample Equity Premium ...
3. Data, sample, and research design 4. Empirical results 5. Conclusion CRediT authorship contribution statement Declaration of competing interest Appendix B. Supplementary materials Appendix Data availability ReferencesShow full outline Cited by (7) Tables (11) Table 1 Table 2 Table 3 Table 4 Tab...