Predictability of equity models
Year of publication: |
2015
|
---|---|
Authors: | Chicaroli, Rodrigo ; Pereira, Pedro L. Valls |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 34.2015, 6, p. 427-440
|
Subject: | predictability | variance ratio profile | Monte Carlo simulation | reality check | bootstrap | technical analysis | Monte-Carlo-Simulation | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Simulation |
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