Forecasting the market risk premium with artificial neural networks
Year of publication: |
2016
|
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Authors: | Oikonomikou, Leoni Eleni |
Publisher: |
Göttingen : Georg-August-Universität Göttingen, Courant Research Centre - Poverty, Equity and Growth (CRC-PEG) |
Subject: | nonlinear models | forecasting performance metrics | market risk premium | US equity market |
Series: | Discussion Papers ; 202 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 85734577X [GVK] hdl:10419/130593 [Handle] |
Classification: | C45 - Neural Networks and Related Topics ; C52 - Model Evaluation and Testing ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: |
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Forecasting the market risk premium with artificial neural networks
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Comparing the market risk premia forecasts in JSE and NYSE equity markets
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