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Showing 1 to 2 of 2 for “"Equity premium prediction"”.
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Asymmetric Loss Functions and Combination of Forecasts with Applications in Equity Premium Prediction
… error. The proposed methods are implemented to equity premium data sets employing fourteen economics variables covering the periods from 1957:Q1 to 2017:Q4. To evaluate the performance and efficiency of the proposed method, the findings compared to the several combination of forecasts methods …