Predictable risks and returns : further evidence from the UK stock market
Catherine Georgiou, Chris Grose and Fragiskos Archontakis
| Year of publication: |
2019
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|---|---|
| Authors: | Georgiou, Catherine ; Grose, Chris ; Archontakis, Fragiskos |
| Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 7.2019, 1, p. 68-100
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| Subject: | performance models | time series forecasting | predictive variables | FTSE 100 | UK | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Großbritannien | United Kingdom | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Theorie | Theory | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJFMD.2019.101246 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253513