A forecasting model for stock market diversity (Q665777): Difference between revisions
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| Property / cites work: Tree-structured Generalized Autoregressive Conditional Heteroscedastic Models / rank | |||
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| Property / cites work: Common risk factors in the returns on stocks and bonds / rank | |||
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| Property / cites work: On the diversity of equity markets / rank | |||
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| Property / cites work: Equity portfolios generated by functions of ranked market weights / rank | |||
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Latest revision as of 22:53, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A forecasting model for stock market diversity |
scientific article |
Statements
A forecasting model for stock market diversity (English)
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6 March 2012
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diversity
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generalized tree-structured threshold models
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maximum-likelihood estimation
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diversity-based portfolio strategies
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