Global ETD Search

Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.

Results

Showing 1 to 2 of 2 for “"Equity premium prediction"”.

  1. 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 …

    essex Repository record for Asymmetric Loss Functions and Combination of Forecasts with Applications in Equity Premium Prediction (opens in a new tab)