The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Rangan Gupta, Christian Pierdzioch, Andrew J. Vivian, Mark E. Wohar
| Year of publication: |
2019
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|---|---|
| Authors: | Gupta, Rangan ; Pierdzioch, Christian ; Vivian, Andrew J. ; Wohar, Mark E. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 29.2019, p. 315-322
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| Subject: | Stock returns | Predictability | Inequality measures | Quantile random forests | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Messung | Measurement | Börsenkurs | Share price | Einkommensverteilung | Income distribution | Forstwirtschaft | Forestry |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012419133