Predicting stock returns : the information content of predictors across horizons
Year of publication: |
2015
|
---|---|
Authors: | Deng, Kaihua ; Kim, Chang-jin |
Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 10.2015, 2, p. 1-27
|
Subject: | Canonical correlation | multi-resolution analysis | multi-scale variance decomposition | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Korrelation | Correlation | Dekompositionsverfahren | Decomposition method |
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