Out-of-sample equity premium predictability : an EMD-denoising based model
Haohua Li, Yuhe Mei, Xianfeng Hao, Zhuo Chen
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Haohua ; Mei, Yuhe ; Hao, Xianfeng ; Chen, Zhuo |
| Subject: | Denoising method | EMD decomposition | Out-of-sample forecasting | Return predictability | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Theorie | Theory | Kapitaleinkommen | Capital income | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102536 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015324457