Non-linear predictability of stock market returns : comparative evidence from Japan and the US
Andreas Humpe; Peter Macmillan
| Year of publication: |
2014
|
|---|---|
| Authors: | Humpe, Andreas ; Macmillan, Peter |
| Published in: |
Investment management and financial innovations. - Sumy : Publishing Company "Business Perspectives", ISSN 1810-4967, ZDB-ID 2467221-X. - Vol. 11.2014, 4, p. 36-48
|
| Subject: | stock market return | smooth transition regression model | forecasting | behavioral finance | Japan | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Nichtlineare Regression | Nonlinear regression |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010514142