Out-of-sample stock return prediction using higher-order moments (Q4686507)
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scientific article; zbMATH DE number 6950462
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Out-of-sample stock return prediction using higher-order moments |
scientific article; zbMATH DE number 6950462 |
Statements
OUT-OF-SAMPLE STOCK RETURN PREDICTION USING HIGHER-ORDER MOMENTS (English)
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10 October 2018
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prediction
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realized moments
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implied moments
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time-series
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cross-section
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0.7325544357299805
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0.7113854885101318
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0.7110195755958557
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0.6977635622024536
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0.6922456622123718
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