Modeling Financial Return Dynamics via Decomposition (Q3160944)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling Financial Return Dynamics via Decomposition |
scientific article |
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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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