Multivariate models for the prediction of stock returns in an emerging market economy : comparison of parametric and non-parametric models
Lumengo Bonga-Bonga and Muteba John Mwamba
| Year of publication: |
2024
|
|---|---|
| Authors: | Bonga-Bonga, Lumengo ; Mwamba, Muteba John |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1752-0851, ZDB-ID 2415178-6. - Vol. 17.2024, 1, p. 25-41
|
| Subject: | ARIMAX | Emerging markets | forecast performance | Kalman filter | non-parametric | South Africa | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Südafrika | Kapitaleinkommen | Capital income | Zustandsraummodell | State space model | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17520843.2021.1997289 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014511846