Predicting Stock Returns in the Presence of Uncertain Structural Changes and Sample Noise

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dc.contributor.authorDaniel Mantilla-García
dc.contributor.authorV. S. Vaidyanathan
dc.coverage.spatialBolivia
dc.date.accessioned2026-03-22T16:40:57Z
dc.date.available2026-03-22T16:40:57Z
dc.date.issued2014
dc.descriptionCitaciones: 2
dc.identifier.doi10.2139/ssrn.2627271
dc.identifier.urihttps://doi.org/10.2139/ssrn.2627271
dc.identifier.urihttps://andeanlibrary.org/handle/123456789/59680
dc.language.isoen
dc.publisherRELX Group (Netherlands)
dc.relation.ispartofSSRN Electronic Journal
dc.sourceEcole des Hautes Etudes Commerciales du Nord
dc.subjectEconometrics
dc.subjectStock (firearms)
dc.subjectSample (material)
dc.subjectFinancial economics
dc.subjectEconomics
dc.subjectStatistics
dc.subjectMathematics
dc.subjectBusiness
dc.titlePredicting Stock Returns in the Presence of Uncertain Structural Changes and Sample Noise
dc.typearticle

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