Work

Out-of-sample equity premium prediction in the presence of structural breaks

Year: 2019

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2019.101385

Author: Anwen Yin

Institution: Texas A&M International University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2972017309

FWCI: 3.688

Cites: 45

Cited by: 20

Related to: 10