Forecasting cross-section of stock returns with realised moments
Year of publication: |
2019
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Authors: | Fičura, Milan |
Published in: |
European financial and accounting journal : EFAJ. - Praha : [Verlag nicht ermittelbar], ISSN 1805-4846, ZDB-ID 2819858-X. - Vol. 14.2019, 2, p. 71-84
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Subject: | Cross-Section of Stock Returns | Realised variance | Realised Skewness | Realised Kurtosis | Momentum Effect | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Momentenmethode | Method of moments | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.18267/j.efaj.227 [DOI] hdl:10419/242273 [Handle] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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