Published on 01 January 2024
A Panel Partial Break Model for Forecasting Stock Returns in the Presence of Parameter Instability
View DatasetNuttapat Bumrungrat
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Publication Details
Subfield
Management Science and Operations Research
Field
Decision Sciences
Domain
Social Sciences
Confidence Score
48%
Source
Scholar Data Model
Keywords
Bayesian panel break modelstock return predictionstructural breakparameter instability