Predictive power of ARIMA models in forecasting equity...

  • Main
  • 2020 / 09
  • Predictive power of ARIMA models in forecasting equity...
Journal of Asset Management 2020 / 09

Predictive power of ARIMA models in forecasting equity returns: a sliding window method

Dong, Huijian, Guo, Xiaomin, Reichgelt, Han, Hu, Ruizhi
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Journal:
Journal of Asset Management
DOI:
10.1057/s41260-020-00184-z
Date:
September, 2020
File:
PDF, 784 KB
2020
Conversion to is in progress
Conversion to is failed