Equity Return Prediction: Are Coefficients Time-Varying?

Thomas Dangl, Michael Halling, Otto Randl

Institute for Finance, Banking and Insurance

Publication: Working/Discussion Paper › Working Paper/Preprint

Original language	English
Publisher	SSRN
DOIs	https://doi.org/10.2139/ssrn.887780
Publication status	Published - 2006

Publication series

Series	EFA 2006 Zurich Meetings Paper

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10.2139/ssrn.887780

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http://papers.ssrn.com/sol3/papers.cfm?abstract_id=887780

Cite this

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