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Stock Return Prediction with Fully Flexible Models and Coefficients
| Content Provider | Scilit |
|---|---|
| Author | Byrne, Joseph P. Fu, Rong |
| Copyright Year | 2016 |
| Description | Journal: SSRN Electronic Journal We evaluate stock return predictability using a fully flexible Bayesian framework, which explicitly allows for different degrees of time-variation in coefficien |
| Related Links | https://mpra.ub.uni-muenchen.de/75366/1/MPRA_paper_75366.pdf https://papers.ssrn.com/sol3/Delivery.cfm?abstractid=2878743 |
| ISSN | 10914358 |
| e-ISSN | 15565068 |
| DOI | 10.2139/ssrn.2878743 |
| Journal | SSRN Electronic Journal |
| Language | English |
| Publisher | Elsevier BV |
| Publisher Date | 2016-01-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: SSRN Electronic Journal Return Prediction Fully Flexible Models |
| Content Type | Text |
| Resource Type | Article |
| Subject | Public Health, Environmental and Occupational Health Psychiatry and Mental Health |