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Instability of return prediction models

Listed author(s):
  • Paye, Bradley S.
  • Timmermann, Allan

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File URL: http://www.sciencedirect.com/science/article/pii/S0927-5398(06)00015-6
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 13 (2006)
Issue (Month): 3 (June)
Pages: 274-315

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Handle: RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315
Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin

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