Forecasting the market return direction based on a time-varying probability density model
Year of publication: |
2019
|
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Authors: | Gu, Wentao ; Peng, Yiqing |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 148.2019, p. 1-8
|
Subject: | Action threshold | Direction of stock returns | Dynamic kernel density estimation | Time-varying | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Volatilität | Volatility | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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