Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition
Year of publication: |
2020
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Authors: | Dai, Zhifeng ; Zhu, Huan |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 21, p. 2309-2323
|
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 |
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