On the Short-Term Predictability of Stock Returns : A Quantile Boosting Approach
Year of publication: |
2016
|
---|---|
Authors: | Demirer, Riza |
Other Persons: | Pierdzioch, Christian (contributor) ; Zhang, Huacheng (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 14, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2852477 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; q02 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The Effect of Non-Trading Days on Volatility Forecasts in Equity Markets
Lyocsa, Stefan, (2017)
-
Bonato, Matteo, (2016)
-
The factor-spline-GARCH model for high and low frequency correlations
Rangel, Jose Gonzalo, (2009)
- More ...
-
On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza, (2017)
-
Industry herding and momentum strategies
Demirer, Rıza, (2015)
-
Do ADR investors herd? : evidence from advanced and emerging markets
Demirer, Rıza, (2014)
- More ...