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The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns

Massimo Guidolin

Publication Data

Title The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns
Author Massimo Guidolin
Contributors Carrie Fangzhou Na, Manchester Business School
Publisher Manchester Business School
Publication date 2006
Publication location Manchester
Language English

Descriptive Notes

Title from PDF title page (viewed on 29 Jun., 2010).

Topics

Investments
England

Catalogue Data

OBNB ID GBB077617
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 32 p.
P1042 Includes bibliographical references.

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The economic and statistical value of forecast combinations under regime switching : an application to predictable US returns by Massimo Guidolin. Published by Manchester Business School in 2006. Publication and catalogue information, links to buy online and reader comments.