Tail risks and forecastability of stock returns of advanced economies : evidence from centuries of data
Year of publication: |
2023
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Authors: | Salisu, Afees A. ; Gupta, Rangan ; Ogbonna, Ahamuefula Ephraim |
Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 29.2023, 4, p. 466-481
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Subject: | advanced equity markets | forecasting | Stock returns | tail risks | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Welt | World | Aktienmarkt | Stock market | Industrieländer | Industrialized countries |
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