Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition
Zhifeng Dai and Huan Zhu
| Year of publication: |
2020
|
|---|---|
| Authors: | Dai, Zhifeng ; Zhu, Huan |
| Subject: | asset allocation | ensemble empirical mode decomposition | Predictability | stock returns | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Dekompositionsverfahren | Decomposition method | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1688244 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197698