Stock return distribution and predictability : evidence from over a century of daily data on the DJIA index
Year of publication: |
2019
|
---|---|
Authors: | Ge̜bka, Bartosz ; Wohar, Mark E. |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 60.2019, p. 1-25
|
Subject: | Distribution | DJIA index | Forecasting | Return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Statistische Verteilung | Statistical distribution |
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