Predicting stock returns using a variable order Markov tree model
Year of publication: |
2012
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Authors: | Shmilovici, Armin ; Ben-Gal, Irad |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 16.2012, 5, p. 1-33
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Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Theorie | Theory | Börsenkurs | Share price |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | 10.1515/1558-3708.1648 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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