Assessing the power of long-horizon predictive tests in models of bull and bear markets
Year of publication: |
2014
|
---|---|
Authors: | Maynard, Alex ; Ren, Dongmeng |
Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 673-711
|
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market |
-
Should stock market return forecasts be conditioned on politics?
Powell, John Gregory, (2015)
-
Predicting stock market volatility using MODWT with HyFIS and FS.HGD models
Alenezy, Abdullah H., (2023)
-
Technical Analysis Applications : A Practical and Empirical Stock Market Guide
Dumiter, Florin Cornel, (2023)
- More ...
-
The finite sample power of long-horizon predictive tests in models with financial bubbles
Maynard, Alex, (2019)
-
Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets
Maynard, Alex, (2014)
-
Chen, Yunmin, (2024)
- More ...