Can we forecast better in periods of low uncertainty? : the role of technical indicators
Year of publication: |
2023
|
---|---|
Authors: | Ferrer Fernández, María ; Henry, Ólan Thomas John ; Pybis, Sam ; Stamatogiannis, Michalis P. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 71.2023, p. 1-12
|
Subject: | Forecasting | Stock return predictability | Economic uncertainty | Switching regression | Prognoseverfahren | Forecasting model | Risiko | Risk | Kapitaleinkommen | Capital income | Schätzung | Estimation | Prognose | Forecast | Theorie | Theory | Börsenkurs | Share price | Finanzanalyse | Financial analysis | Wirtschaftsindikator | Economic indicator |
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