Asymmetric dependence, persistence and firm-level stock return predictability
Jamie Alcock and Petra Andrtikova
| Year of publication: |
2018
|
|---|---|
| Authors: | Alcock, Jamie ; Andrtikova, Petra |
| Published in: |
Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. - Chichester, West Sussex, United Kingdom : Wiley, ISBN 978-1-119-28901-2. - 2018, p. 198-220
|
| Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Großbritannien | United Kingdom | Deutschland | Germany | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011978515