Fig5_codes_paper.m
Creators:
Luiz Renato Lima
;
Fanning Meng
From the dataset abstract
This paper develops a novel forecasting method that minimizes the effects of weak predictors and estimation errors on the accuracy of equity premium forecasts. The proposed method is...
Source: Out-of-Sample Return Predictability: A Quantile Combination Approach (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/243a264d-61e4-465c-8c9a-623755ea3af5/resource/7e1712ad-e0c4-49db-a0ff-bedcdab63049/download/fig5_codes_paper.m |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
