Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates
Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates
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具有许多候选预测变量的预测回归中的样本外可预测性
DOI:
10.48550/arxiv.2302.02866
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发表时间:
2023
期刊:
影响因子:
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通讯作者:
Gonzalo Jesus
中科院分区:
文献类型:
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作者:
Gonzalo Jesus