Forecasting stock returns with model uncertainty and parameter instability

Hongwei Zhang, Qiang He, Ben Jacobsen, Fuwei Jiang

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	629-644
Journal	Journal of Applied Econometrics
Volume	35
Issue number	5
DOIs	https://doi.org/10.1002/jae.2747
Publication status	Published - Aug 2020
Externally published	Yes

Access to Document

@article{96d933a51b04471790008a516fd9aa7d,

title = "Forecasting stock returns with model uncertainty and parameter instability",

author = "Hongwei Zhang and {Qiang He} and {Ben Jacobsen} and {Fuwei Jiang}",

year = "2020",

month = aug,

doi = "10.1002/jae.2747",

language = "English",

volume = "35",

pages = " 629--644",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley and Sons Ltd",

number = "5",

}