Let´s do it again: bagging equity premium predictors
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- Eric Hillebrand & Tae-Hwy Lee & Marcelo C. Medeiros, 2012. "Let's Do It Again: Bagging Equity Premium Predictors," CREATES Research Papers 2012-41, Department of Economics and Business Economics, Aarhus University.
References listed on IDEAS
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Citations
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Cited by:
- MArcelo C. Medeiros & Eduardo F.Mendes, 2012.
"Estimating High-Dimensional Time Series Models,"
Textos para discussão
602, Department of Economics PUC-Rio (Brazil).
- Marcelo C. Medeiros & Eduardo F. Mendes, 2012. "Estimating High-Dimensional Time Series Models," CREATES Research Papers 2012-37, Department of Economics and Business Economics, Aarhus University.
More about this item
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
- G1 - Financial Economics - - General Financial Markets
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