Equity premium prediction: taking into account the role of long, even asymmetric, swings in stock market behavior (Q2112212)
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scientific article; zbMATH DE number 7639878
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equity premium prediction: taking into account the role of long, even asymmetric, swings in stock market behavior |
scientific article; zbMATH DE number 7639878 |
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Equity premium prediction: taking into account the role of long, even asymmetric, swings in stock market behavior (English)
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9 January 2023
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Hurst exponent
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fluctuation detrending moving average analysis
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bullish index
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equity risk premium predictability
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stock market behavior
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