Modeling financial return dynamics via decomposition (Q3160944)
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scientific article; zbMATH DE number 5798323
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling financial return dynamics via decomposition |
scientific article; zbMATH DE number 5798323 |
Statements
Modeling Financial Return Dynamics via Decomposition (English)
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11 October 2010
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absolute returns
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copulas
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directional forecasting
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joint predictive distribution
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stock returns predictability
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0.7869323492050171
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0.7403792142868042
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0.7391318082809448
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0.734167218208313
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0.7187952995300293
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