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Real-time detection of regimes of predictability in the US equity premium (2020)

First Author: Harvey D

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/10.1002/jae.2794

Publication URI: http://dx.doi.org/10.1002/jae.2794

Type: Journal Article/Review

Parent Publication: Journal of Applied Econometrics

Issue: 1