On modelling and forecasting predictable components in European stock markets
Khurshid M. Kiani
| Year of publication: |
October 2016
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| Authors: | Kiani, Khurshid M. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 48.2016, 3, p. 487-502
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| Subject: | Predictable component | State space model | Fat tails | Stable distributions | Stock excess returns | European stock markets | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Zustandsraummodell | Börsenkurs | Share price | Europa | Europe | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Theorie | Theory | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-015-9510-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011712528