Rua de Diogo Botelho 1327
Porto, Porto 4169-005
Portugal
E.U. de Enx. Técn. Industrial.
Vigo, Pontevedra E-36200
Spain
Catholic University of Portugal (UCP) - Católica Porto Business School
forecast combination, frequency domain, equity premium, GDP growth, Haar filter, wavelets
forecast combination, frequency domain, equity premium, GDP growth, Haar filter
equity premium, predictability, frequency domain