Filiz, Ibrahim; Judek, Jan René; Lorenz, Marco; … - In: Journal of Risk and Financial Management 14 (2021) 12, pp. 1-27
Technological progress in recent years has made new methods available for making forecasts in a variety of areas. We examine the success of ex-ante stock market forecasts of three major stock market indices, i.e., the German Stock Market Index (DAX), the Dow Jones Industrial Index (DJI), and the...