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
17
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