Conditional variance forecasts for long-term stock returns : a preprint
Enno Mammen, Jens Perch Nielsen, Michael Scholz and Stefan Sperlich
| Year of publication: |
August 2019
|
|---|---|
| Authors: | Mammen, Enno ; Nielsen, Jens Perch ; Scholz, Michael ; Sperlich, Stefan |
| Publisher: |
[Graz] : Department of Economics, Department of Public Economics, University of Graz |
| Subject: | benchmark | cross-validation | prediction | stock return volatility | long-term forecasts | overlapping returns | autocorrelation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Autokorrelation | Autocorrelation | Börsenkurs | Share price | Volatilität | Volatility | Prognose | Forecast | Zeitreihenanalyse | Time series analysis |
| Extent: | 1 Online-Ressource (circa 23 Seiten) Illustrationen |
|---|---|
| Series: | Graz economics papers : GEP. - Graz, ZDB-ID 2677671-6. - Vol. GEP 2019, 08 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012138047