On the predictability of stock prices : a case for high and low prices
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 |
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