How good can heuristic-based forecasts be? : a comparative performance of econometric and heuristic models for UK and US asset returns
Massimo Guidolin, Alexei G. Orlov and Manuela Pedio
| Year of publication: |
January 2018
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|---|---|
| Authors: | Guidolin, Massimo ; Orlov, Alexei G. ; Pedio, Manuela |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 1, p. 139-169
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| Subject: | Predictive regressions | Forecasting | Behavioural finance | Heuristics | Investor attention | Information demand | Google search volume index | Web-search-based forecasts | Prognoseverfahren | Forecasting model | Anlageverhalten | Heuristik | Prognose | Forecast | USA | United States | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1351619 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011905849