Cross-asset signals and time series momentum
Aleksi Pitkäjärvi, Matti Suominen, Lauri Vaittinen
| Year of publication: |
2020
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|---|---|
| Authors: | Pitkäjärvi, Aleksi ; Suominen, Matti ; Vaittinen, Lauri |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 136.2020, 1, p. 63-85
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| Subject: | Asset pricing | Cross-asset predictability | International financial markets | Slow-moving capital | Time series momentum | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Internationaler Finanzmarkt | International financial market | Finanzmarkt | Financial market | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Theorie | Theory | Börsenkurs | Share price | Momentenmethode | Method of moments | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.02.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012545360