مرکز منطقه ای اطلاع رساني علوم و فناوري - In-sample vs. out-of-sample tests of stock return predictability in the context of data mining

Title of article :

In-sample vs. out-of-sample tests of stock return predictability in the context of data mining

Author/Authors :

David E. Rapach، نويسنده , , Mark E. Wohar، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2006

Pages :

From page :

231

To page :

247

Keywords :

Out-of-sample tests , Data mining , Stock return predictability , Nested models , In-sample tests

Journal title :

Journal of Empirical Finance

Serial Year :

2006

Journal title :

Journal of Empirical Finance

Record number :

130827

Link To Document :