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Predicting Korean Stock Market Return with Financial and Macro variables - Focusing on In-sample and Out-of-sample Tests -

  • Publisher : Korea Insurance Research Institute
  • Research Area : Business Management
  • Received : November 28, 2019
  • Accepted : February 21, 2020
  • Published : February 29, 2020

Chun, Sungju 1

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타입을 선택하세요 :
@article{ART002565288},
author={Chun, Sungju},
title={Predicting Korean Stock Market Return with Financial and Macro variables - Focusing on In-sample and Out-of-sample Tests -},
journal={Journal of Insurance and Finance},
issn={2384-3209},
year={2020},
volume={31},
number={1},
pages={87-113},
doi={10.23842/jif.2020.31.1.003}