Stock return predictability: Evaluation based on interval forecasts (Q5870230)
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scientific article; zbMATH DE number 7639025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock return predictability: Evaluation based on interval forecasts |
scientific article; zbMATH DE number 7639025 |
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Stock return predictability: Evaluation based on interval forecasts (English)
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6 January 2023
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autoregressive model
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bootstrapping
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financial ratios
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forecasting
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interval score
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market efficiency
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