Forecasting stock market returns by summing the frequency-decomposed parts
Gonçalo Faria, Fabio Verona
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Faria, Gonçalo ; Verona, Fabio |
| Publisher: |
[Porto] : Centro de Economia e Finanças da UP |
| Subject: | predictability | stock returns | equity premium | asset allocation | frequency domain | wavelets | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Fourier-Analyse | Fourier analysis | Aktienmarkt | Stock market | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Dekompositionsverfahren | Decomposition method | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | CEF.UP working paper. - Porto : Centro de Economia e Finanças da UP, ZDB-ID 2896621-1. - Vol. 2017, 02 |
| 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/10011817412