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| Format: | Recurso digital |
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Zenodo
2026
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| Accès en ligne: | https://doi.org/10.5281/zenodo.19342370 |
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Table des matières:
- <p>Replication code for the two-stage equity risk premium forecasting framework described in: Huh, Jeon, and Jeong, "Robust Equity Premium Forecasting with Forward-Looking Predictors"</p> <p>Stage 1: ARIMAX-GARCH predictor-level forecasting Stage 2: Random Forest with SHAP screening and PCA/PLS dimension reduction</p>