Predicting stock market returns with average correlation and average variance : decomposition approach
Year of publication: |
2024
|
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Authors: | Oh, Jong-Min |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 63.2024, Art.-No. 105343, p. 1-8
|
Subject: | Average correlation | Average variance | Stock Market Return | Korrelation | Correlation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Theorie | Theory | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance |
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