In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
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- Helmut Herwartz & Konstantin A. Kholodilin, 2014.
"In‐Sample and Out‐of‐Sample Prediction of stock Market Bubbles: Cross‐Sectional Evidence,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 33(1), pages 15-31, January.
- Helmut Herwartz & Konstantin A. Kholodilin, 2011. "In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence," Discussion Papers of DIW Berlin 1173, DIW Berlin, German Institute for Economic Research.
- Rengel, Malte & Herwartz, Helmut & Xu, Fang, 2013. "Persistence in the price-to-dividend ratio and its macroeconomic fundamentals," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79860, Verein für Socialpolitik / German Economic Association.
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Keywordsinternational asset pricing; dynamic heterogenous panels; out-of-sample forecasting; forecast combination;
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