Higher realized moments and stock return predictability
Year of publication: |
2021
|
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Authors: | Rehman, Seema ; Sharif, Saqib ; Ullah, Wali |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 24.2021, 1, p. 48-70
|
Subject: | cross-section of equity returns | emerging market | intraday data | realizedkurtosis | realized skewness | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Börsenkurs | Share price | CAPM | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
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