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://jda-test.zbw.eu/dataset/e93e1b0c-5cd1-45c9-9748-22b01ffee8b0/resource/5702b7b8-e722-44c6-a42f-4e0dedeef00c/download/fig5_codes_paper.m |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
