Predictive power of ARIMA models in forecasting equity returns : a sliding window method
Huijian Dong, Xiaomin Guo, Han Reichgelt, Ruizhi Hu
| Year of publication: |
2020
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|---|---|
| Authors: | Dong, Huijian ; Guo, Xiaomin ; Reichgelt, Han ; Hu, Ruizhi |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 6, p. 549-566
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| Subject: | ARIMA | Forecast | Equity | Asset price | Accuracy | Algorithm | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Prognose | Kapitaleinkommen | Capital income | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Algorithmus |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-020-00184-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012298733