Predicting stock returns and volatility using consumption-aggregate wealth ratios : a nonlinear approach
Stelios Bekiros, Rangan Gupta
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Bekiros, Stelios ; Gupta, Rangan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 131.2015, p. 83-85
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| Subject: | Cay | Stock markets | Volatility | Nonlinear causality | Volatilität | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Vermögen | Wealth | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2015.03.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011422667