On the predictability of stock prices : a case for high and low prices
Massimiliano Caporin, Angelo Ranaldo and Paolo Santucci de Magistris
| Year of publication: |
2011
|
|---|---|
| Authors: | Caporin, Massimiliano ; Ranaldo, Angelo ; Santucci de Magistris, Paolo |
| Publisher: |
Zurich : Swiss National Bank |
| Subject: | FVECM model | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Kointegration | Cointegration | Portfolio-Management | Portfolio selection | Schätzung | Estimation | USA | United States | 2003-2009 |
| Extent: | 25 S. graph. Darst. |
|---|---|
| Series: | SNB working papers. - Zurich, ISSN 1660-7716, ZDB-ID 2143387-2. - Vol. 2011,11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009424223