Robust-H forecasting and asset pricing anomalies

Bibliográfalaš dieđut
Váldodahkki:	Tornell, Aaron
Materiálatiipa:	Girji
Giella:	eaŋgalasgiella
Almmustuhtton:	Cambridge National Bureau of Economic Research 2000.
Ráidu:	NBER working paper series no.7753
Fáttát:	Assets (Accounting) > Prices > Forecasting > Econometric models. Rational expectations (Economic theory). Risk management > Econometric models. Portfolio management > Econometric models. Robust statistics. Information theory in economics.