Article (Scientific journals)
Predictive regressions with time-varying coefficients
Dangl, Thomas; HALLING, Michael
2012In Journal of Financial Economics, 106 (1), p. 157–181
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Disciplines :
Finance
Author, co-author :
Dangl, Thomas
HALLING, Michael  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)
External co-authors :
yes
Language :
English
Title :
Predictive regressions with time-varying coefficients
Publication date :
2012
Journal title :
Journal of Financial Economics
ISSN :
0304-405X
Publisher :
North-Holland
Volume :
106
Issue :
1
Pages :
157–181
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 27 October 2023

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