Testing for episodic predictability in stock returns (2022)
Attributed to:
Investigating Structural Change in Predictive Regressions with Applications to Forecasting Stock Returns
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2020.01.001
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2020.01.001
Type: Journal Article/Review
Parent Publication: Journal of Econometrics
Issue: 1