Forecasting the equity premium with frequency-decomposed technical indicators
Tobias Stein
| Year of publication: |
2024
|
|---|---|
| Authors: | Stein, Tobias |
| Subject: | Asset allocation | Business cycle | Equity premium predictability | Frequency domain | Technical trading rules | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Finanzanalyse | Financial analysis | Theorie | Theory | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Konjunktur | Aktienmarkt | Stock market | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2022.12.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014450132