Time-series predictability for sector investing
Year of publication: |
2023
|
---|---|
Authors: | Park, Jin Suk ; Newaz, Mohammad Khaleq |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 79.2023, 3, p. 136-154
|
Subject: | forecasting accuracy | industry selection | return predictability | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income |
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