Forecasting stock returns with large dimensional factor models
Alessandro Giovannelli, Daniele Massacci, Stefano Soccorsi
| Year of publication: |
2021
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|---|---|
| Authors: | Giovannelli, Alessandro ; Massacci, Daniele ; Soccorsi, Stefano |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 63.2021, p. 252-269
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| Subject: | Factor model | Forecast evaluation | Large data sets | Stock returns forecasting | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Faktorenanalyse | Factor analysis | Theorie | Theory | Schätzung | Estimation | Prognose | Forecast | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2021.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013259267