Asset Pricing : Time-Series Predictability
Year of publication: |
[2022]
|
---|---|
Authors: | Rapach, David ; Zhou, Guofu |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | CAPM | Börsenkurs | Share price | Theorie | Theory |
Extent: | 1 Online-Ressource (45 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Oxford Research Encyclopedia of Economics and Finance Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 24, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.3941499 [DOI] |
Classification: | C53 - Forecasting and Other Model Applications ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
Lopez-Lira, Alejandro, (2023)
-
Estimating the volatility of asset pricing factors
Becker, Janis, (2018)
-
Rapach, David, (2023)
- More ...
-
Out-of-sample equity premium prediction : economic fundamentals vs. moving-average rules
Neely, Christopher J., (2010)
-
Out-of-sample equity premium prediction : combination forecasts and links to the real economy
Rapach, David E., (2009)
-
International stock return predictability : what is the role of the United States?
Rapach, David E., (2013)
- More ...