Predicting returns and volatility with macroeconomic variables: Evidence from tests of encompassing

Journal of Forecasting

Volumn 24, Issue 3, 2005, Pages 221-231

  Sollis, Robert ^a,b  

^a DURHAM UNIVERSITY   (United Kingdom)

^b DURHAM UNIVERSITY   (United Kingdom)

Author keywords

Forecast encompassing; Information criteria; Structural change

Indexed keywords

BENCHMARKING; ERROR ANALYSIS; ESTIMATION; FINANCE; FORECASTING; MARKETING; MATHEMATICAL MODELS; REGRESSION ANALYSIS; STATISTICAL METHODS;

FORECAST ENCOMPASSING; INFORMATION CRITERIA; STOCK INDEX; STRUCTURAL CHANGE;

INDUSTRIAL ECONOMICS;

EID: 17644404405     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.956     Document Type: Article

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