Stock return predictability : evaluation based on interval forecasts
Year of publication: |
2022
|
---|---|
Authors: | Charles, Amélie ; Darné, Olivier ; Kim, Jae H. |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 1467-8586, ZDB-ID 1473655-X. - Vol. 74.2022, 2, p. 363-385
|
Subject: | autoregressive model | bootstrapping | financial ratios | forecasting | interval score | market efficiency | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | Effizienzmarkthypothese | Efficient market hypothesis | Börsenkurs | Share price | Schätzung | Estimation | Schätztheorie | Estimation theory | Aktienmarkt | Stock market |
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