Forecasting stock returns : a time-dependent weighted least squares approach
Yudong Wang, Xianfeng Hao, Chongfeng Wu
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Yudong ; Hao, Xianfeng ; Wu, Chongfeng |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 53.2021, p. 1-17
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| Subject: | Equity premium | Machine learning | Out-of-sample forecasting | Structural break | Weighted least squares | Prognoseverfahren | Forecasting model | Strukturbruch | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Künstliche Intelligenz | Artificial intelligence | Schätztheorie | Estimation theory | Risikoprämie | Risk premium | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2020.100568 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013271973