Do stock prices contain predictive information on business turning points? : A wavelet analysis
Year of publication: |
2005
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Authors: | Yamada, Hiroshi ; Honda, Yuzo |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 1.2005, 1, p. 19-23
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Subject: | Börsenkurs | Share price | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Deutschland | Germany | Frühindikator | Leading indicator |
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