Equity premium prediction: taking into account the role of long, even asymmetric, swings in stock market behavior (Q2112212)

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Equity premium prediction: taking into account the role of long, even asymmetric, swings in stock market behavior
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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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