Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain
Year of publication: |
2017
|
---|---|
Authors: | Mitianoudis, Nikolaos ; Dergiades, Theologos |
Published in: |
Credit and Capital Markets – Kredit und Kapital. - ISSN 2199-1235. - Vol. 50.2017, 1, p. 37-61
|
Publisher: |
Berlin : Duncker & Humblot |
Subject: | Stock prices and dividends | Time-frequency decomposition |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3790/ccm.50.1.37 [DOI] |
Classification: | G10 - General Financial Markets. General ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C29 - Econometric Methods: Single Equation Models. Other |
Source: |
-
Stock prices predictability at long-horizons : two tales from the time-frequency domain
Mitianoudis, Nikolaos, (2017)
-
Hautsch, Nikolaus, (2010)
-
Are the scaling properties of bull and bear markets identical? Evidence from oil and gold markets
Günay, Samet, (2014)
- More ...
-
Stock prices predictability at long-horizons : two tales from the time-frequency domain
Mitianoudis, Nikolaos, (2017)
-
Maniatopoulos, Andreas, (2023)
-
Should stock returns predictability be ‘hooked on’ long‐horizon regressions?
Dergiades, Theologos, (2021)
- More ...