Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?
Marcus Strobel, Benjamin R. Auer
| Year of publication: |
January 2018
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|---|---|
| Authors: | Strobel, Marcus ; Auer, Benjamin R. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 53.2018, p. 168-184
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| Subject: | VMA rules | Predictability | Stock markets | Trend regression | Autocorrelation | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Autokorrelation | Theorie | Theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.10.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011791732