The trading profitability of forecasts of the gilt-equity yield ratio
Year of publication: |
2001
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Authors: | Brooks, Chris ; Persand, Gita |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 17.2001, 1, p. 11-29
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Subject: | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Großbritannien | United Kingdom | USA | United States | Deutschland | Germany | 1975-1997 |
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