On time-varying predictability of emerging stock market returns
Benjamin R. Auer
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Auer, Benjamin R. |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 27.2016, p. 1-13
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| Subject: | Emerging stock markets | Predictability | Local Hurst coefficients | Trend regressions | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2016.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011670949