Time series momentum : is it there?
Dashan Huang, Jiangyuan Li, Liyao Wang, Guofu Zhou
| Year of publication: |
2020
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|---|---|
| Authors: | Huang, Dashan ; Li, Jiangyuan ; Wang, Liyao ; Zhou, Guofu |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 135.2020, 3, p. 774-794
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| Subject: | Pooled regression | Return predictability | Risk premium | Time series momentum | Zeitreihenanalyse | Time series analysis | Risikoprämie | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.08.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543228