Stock return predictability in the frequency domain
Zhifeng Dai, Fuwei Jiang, Jie Kang, Bowen Xue
| Year of publication: |
2025
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|---|---|
| Authors: | Dai, Zhifeng ; Jiang, Fuwei ; Kang, Jie ; Xue, Bowen |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 41.2025, 3, p. 1126-1147
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| Subject: | Machine learning | Asset allocation | Out-of-sample forecast | Stock return | Wavelet decomposition | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Künstliche Intelligenz | Artificial intelligence | Zustandsraummodell | State space model | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015441534