New technical indicators and stock returns predictability
Year of publication: |
2021
|
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Authors: | Dai, Zhifeng ; Zhu, Huan ; Kang, Jie |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 127-142
|
Subject: | De-noise | Economic significance | In-sample forecast | New technical indicators | Out-of-sample forecast | Prognoseverfahren | Forecasting model | Prognose | Forecast | Kapitaleinkommen | Capital income | Aktienindex | Stock index | Wirtschaftsindikator | Economic indicator | Finanzanalyse | Financial analysis |
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