Predicting the unpredictable : new experimental evidence on forecasting random walks
Te Bao, Brice Corgnet, Nobuyuki Hanaki, Yohanes E. Riyanto, Jiahua Zhu
| Year of publication: |
2023
|
|---|---|
| Authors: | Te, Bao ; Corgnet, Brice ; Hanaki, Nobuyuki ; Riyanto, Yohanes Eko ; Zhu, Jiahua |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 146.2023, p. 1-32
|
| Subject: | Asset prices | Regime-switching | Price prediction | Experimental finance | Prognoseverfahren | Forecasting model | Experiment | Börsenkurs | Share price | Random Walk | Random walk | Prognose | Forecast | Theorie | Theory | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2022.104571 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014478514