Predicting stock market returns with average correlation and average variance : decomposition approach
Jong-Min Oh
| 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
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| Subject: | Average correlation | Average variance | Stock Market Return | Kapitaleinkommen | Capital income | Korrelation | Correlation | Aktienmarkt | Stock market | Schätzung | Estimation | Börsenkurs | Share price | Dekompositionsverfahren | Decomposition method | Varianzanalyse | Analysis of variance | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105343 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014531460