The global latent factor and international index futures returns predictability
Shu-Lien Chang, Hsiu-Chuan Lee, Donald Lien
| Year of publication: |
2022
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|---|---|
| Authors: | Chang, Shu-Lien ; Lee, Hsiu-chuan ; Lien, Da-hsiang Donald |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 41.2022, 3, p. 514-538
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| Subject: | global latent factor | long-short portfolio | market conditions | predictive model | three-pass regression filter | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Welt | World | Regressionsanalyse | Regression analysis | Index-Futures | Index futures | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2821 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013166158