Stock return predictability : evaluation based on interval forecasts
Amélie Charles, Olivier Darné, Jae H. Kim
| Year of publication: |
2022
|
|---|---|
| Authors: | Charles, Amélie ; Darné, Olivier ; Kim, Jae H. |
| Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 1467-8586, ZDB-ID 1473655-X. - Vol. 74.2022, 2, p. 363-385
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| Subject: | autoregressive model | bootstrapping | financial ratios | forecasting | interval score | market efficiency | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Effizienzmarkthypothese | Efficient market hypothesis | Prognose | Forecast | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | Betriebliche Kennzahl | Financial ratio | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/boer.12298 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013188680