Can Combination Forecasts with Dimensionality Reduction Data Improve the Prediction Performance of Stock Excess Returns?

Zheng YANG, Haocheng WU, Jing ZHANG, Yongkai MA

China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (3) : 828-847.

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China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (3) : 828-847. DOI: 10.12012/CJoE2022-0099

Can Combination Forecasts with Dimensionality Reduction Data Improve the Prediction Performance of Stock Excess Returns?

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2023, 3(3): 828-847 https://doi.org/10.12012/CJoE2022-0099

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