@data{jae.2022327.0713162579, author = {Zhang, Hongwei and He, Qiang and Jacobsen, Ben and Jiang, Fuwei}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {forecasting-stock-returns-with-model-uncertainty-and-parameter-instability}, year = {2020}, version = {1}, url = {https://journaldata.zbw.eu/dataset/forecasting-stock-returns-with-model-uncertainty-and-parameter-instability}, doi = "10.15456/jae.2022327.0713162579" }