Modelling the Shiller CAPE ratio, mean reversion, and return forecasts
Otto Waser
| Year of publication: |
2021
|
|---|---|
| Authors: | Waser, Otto |
| Subject: | Accounting and ratio analysis | simulations | statistical methods | volatility measures | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Simulation | Mean Reversion | Mean reversion | Statistische Methode | Statistical method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2021.1.210 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423072