On the short-term predictability of stock returns : a quantile boosting approach
Riza Demirer, Christian Pierdzioch, Huacheng Zhang
| Year of publication: |
August 2017
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|---|---|
| Authors: | Demirer, Rıza ; Pierdzioch, Christian ; Zhang, Huacheng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 22.2017, p. 35-41
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| Subject: | Stock returns | Predictability | Quantile boosting | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact-Factor ( 1.085 : Stand 2017) SJR Faktor ist 0.565 / Q2 Journal (Stand 2017) H-Index: 31 (Stand 2019) |
| Other identifiers: | 10.1016/j.frl.2016.12.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011807952