Robust-H forecasting and asset pricing anomalies

Detalhes bibliográficos
Autor principal:	Tornell, Aaron
Formato:	Livro
Idioma:	English
Publicado em:	Cambridge National Bureau of Economic Research 2000.
Colecção:	NBER working paper series no.7753
Assuntos:	Assets (Accounting) > Prices > Forecasting > Econometric models. Rational expectations (Economic theory). Risk management > Econometric models. Portfolio management > Econometric models. Robust statistics. Information theory in economics.