Robust-H forecasting and asset pricing anomalies

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Tornell, Aaron
التنسيق:	كتاب
اللغة:	English
منشور في:	Cambridge National Bureau of Economic Research 2000.
سلاسل:	NBER working paper series no.7753
الموضوعات:	Assets (Accounting) > Prices > Forecasting > Econometric models. Rational expectations (Economic theory). Risk management > Econometric models. Portfolio management > Econometric models. Robust statistics. Information theory in economics.