Model uncertainty, thick modelling and the predictability of stock returns

Journal of Forecasting

Volumn 24, Issue 4, 2005, Pages 233-254

  Aiolfi, Marco ^a   Favero, Carlo A ^a  

^a BOCCONI UNIVERSITY   (Italy)

Author keywords

Model uncertainty; Stock returns predictability; Thick modelling

Indexed keywords

APPROXIMATION THEORY; FINANCE; INDUSTRIAL RESEARCH; MARKETING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; STATISTICAL METHODS; TIME VARYING SYSTEMS;

MODEL UNCERTAINTY; PREDICTIVE MODELS; STOCK RETURNS PREDICTABILITY; THICK MODELING;

FORECASTING;

EID: 22944437439     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.958     Document Type: Article

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