Predicting stock returns : the information content of predictors across horizons
Kaihua Deng and Chang-Jin Kim
| Year of publication: |
2015
|
|---|---|
| Authors: | Deng, Kaihua ; Kim, Chang-jin |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 10.2015, 2, p. 1-27
|
| Subject: | Canonical correlation | multi-resolution analysis | multi-scale variance decomposition | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Korrelation | Correlation | Informationswert | Information value | Prognose | Forecast | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011408566