A new hedging hypothesis regarding prediction interval formation in stock price forecasting
Year of publication: |
2022
|
---|---|
Authors: | Zhu, Dan ; Wang, Qingwei ; Goddard, John |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 4, p. 697-717
|
Subject: | asymmetry | decision making under uncertainty | forecast of average forecasts of others | forecasts | prediction intervals | Prognoseverfahren | Forecasting model | Prognose | Forecast | Börsenkurs | Share price | Theorie | Theory | Frühindikator | Leading indicator | Hedging |
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