MacroData/CFNAI.csv
Creators:
Hongwei Zhang
;
Qiang He
;
Ben Jacobsen
;
Fuwei Jiang
From the dataset abstract
We compare several representative sophisticated model averaging and variable selection techniques of forecasting stock returns. When estimated traditionally, our results confirm that the...
Source: Forecasting stock returns with model uncertainty and parameter instability (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/csv |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9182dc50-9628-446c-93e8-2242bc88b49c/resource/3d25af97-7afc-4164-a70c-2a97afb28cbc/download/cfnai.csv |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
