A time-series analysis and forecast of CAPE
Year of publication: |
2021
|
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Authors: | Fandetti, Marc |
Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 8, p. 138-150
|
Subject: | Security analysis and valuation | fundamental equity analysis | quantitative methods | statistical methods | financial crises and financial market history | Finanzanalyse | Financial analysis | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistische Methode | Statistical method | Finanzkrise | Financial crisis |
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