Model uncertainty, thick modelling and the predictability of stock returns-Reference-Cited by-同舟云学术

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Model uncertainty, thick modelling and the predictability of stock returns

Published:2005 Issue:4 Volume:24 Page:233-254
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Aiolfi Marco,Favero Carlo A.

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation

Reference50 articles.

1. Variable Selection for Portfolio Choice

2. 2002Stock return predictability: is it there? Working Paper, Columbia Business School.

3. Stock return predictability and model uncertainty

4. Investing for the Long Run when Returns Are Predictable

5. Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?

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