Título:

Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns

Autores:

Andreas Kaeck (U Sussex)
Paulo Rodrigues (U Maastricht)
Norman J. Seeger (VU University Amsterdam)

Revista:

Journal of Economic Dynamics and Control

Ano:

2018

Volume:

90

Páginas:

1-29

Código JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates

DOI:

10.1016/j.jedc.2018.01.040