Comparison of forecasting methods with an application to predicting excess equity premium

Cheng Hsiao, Shui Ki Wan. Comparison of forecasting methods with an application to predicting excess equity premium. Mathematics and Computers in Simulation, 81(7):1235-1246, 2011. [doi]

@article{HsiaoW11-1,
  title = {Comparison of forecasting methods with an application to predicting excess equity premium},
  author = {Cheng Hsiao and Shui Ki Wan},
  year = {2011},
  doi = {10.1016/j.matcom.2010.03.010},
  url = {http://dx.doi.org/10.1016/j.matcom.2010.03.010},
  researchr = {https://researchr.org/publication/HsiaoW11-1},
  cites = {0},
  citedby = {0},
  journal = {Mathematics and Computers in Simulation},
  volume = {81},
  number = {7},
  pages = {1235-1246},
}