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macro_srsv

Location
London, England
Profile URL
https://t.co/Ad7SPhJxME
Favourite Count
1
Retweet Count
1
User
macro_srsv
Published
2022/08/05
Follower Count
8494
Score
1.3860391154653192e-8
Text URL
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4171219
Property
0.0001177301624676242
Tweet URL
https://twitter.com/macro_srsv/status/1555448525483286528
Tweet
"To predict stock return variance...replace classic time-series dynamics...with a cross-sectional forecasting relation...The US stock market over the past century shows that two-dimensional pooling greatly enhances out-of-sample forecasting performance" https://t.co/LthBdJZI2g https://t.co/iGAnaUG1Qf
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