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Nonlinearity in forecasting of high-frequency stock returns
Reboredo, Juan Carlos; Matías, José M.; … - In: Computational economics 40 (2012) 3, pp. 245-264
Persistent link: https://www.econbiz.de/10010219501
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Structural breaks in the mean of dividend-price ratios : implications of learning on stock return predictability
Xuan, Chunji; Kim, Chang-jin - In: Japan and the world economy : international journal of … 55 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012590816
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The British stock market under the structure of market capitalization value : new evidence on its predictive content
Georgiou, Catherine - In: International journal of business and economic sciences … 13 (2020) 3, pp. 56-69
-price, earnings-price and dividend-earnings ratios on the most recent data set of the strongest securities in the UK economy; unlike …
Persistent link: https://www.econbiz.de/10012485885
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Development of stock market trend prediction system using multiple regression
Asghar, Muhammad Zubair; Rahman, Fazal; Kundi, Fazal Masud - In: Computational and mathematical organization theory 25 (2019) 3, pp. 271-301
Persistent link: https://www.econbiz.de/10012098937
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Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix; Neuenkirch, Matthias - 2021 - This Version: January 8, 2021
-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …
Persistent link: https://www.econbiz.de/10012180543
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Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix; Neuenkirch, Matthias - 2021
-switching models, and forecast combination to predict the dynamics in the S&P 500. First, we aggregate the weekly information of 115 …
Persistent link: https://www.econbiz.de/10012416151
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Predictability of bull and bear markets : a new look at forecasting stock market regimes (and returns) in the US
Haase, Felix; Neuenkirch, Matthias - In: International journal of forecasting 39 (2023) 2, pp. 587-605
Persistent link: https://www.econbiz.de/10014465071
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Time-frequency forecast of the equity premium
Faria, Gonçalo; Verona, Fabio - 2020
paper we propose a method to forecast the stock market's equity premium which exploits the frequency relationship between …
Persistent link: https://www.econbiz.de/10012208225
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Autocorrelation in an unobservable global trend : does it help to forecast market returns?
Peresetsky, Anatoly A.; Yakubov, Ruslan I. - In: International journal of computational economics and … 7 (2017) 1/2, pp. 152-169
Persistent link: https://www.econbiz.de/10011713553
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Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data
Guidolin, Massimo; Hyde, Stuart - 2012
variables included. In a typical stock-bond strategic asset allocation problem for U.K. data, we compute the out …
Persistent link: https://www.econbiz.de/10009658243