The predictive value of inequality measures for stock returns : an analysis of long-span UK data using quantile random forests
Year of publication: |
2019
|
---|---|
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
|
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 |
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