Time-frequency forecast of the equity premium
Year of publication: |
2021
|
---|---|
Authors: | Faria, Gonçalo ; Verona, Fabio |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 12, p. 2119-2135
|
Subject: | Equity premium | Multiresolution analysis | Time-frequency forecast | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | CAPM | Kapitaleinkommen | Capital income | Prognose | Forecast | Schätzung | Estimation |
-
Time-frequency forecast of the equity premium
Faria, Gonçalo, (2020)
-
Audrino, Francesco, (2016)
-
Fan, Jianqing, (2021)
- More ...
-
Frequency-domain information for active portfolio management
Faria, Gonçalo, (2020)
-
Time-frequency forecast of the equity premium
Faria, Gonçalo, (2020)
-
Forecast combination in the frequency domain
Faria, Gonçalo, (2023)
- More ...