Secular mean reversion and long-run predictability of the stock market (Q4998323)
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scientific article; zbMATH DE number 7369871
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Secular mean reversion and long-run predictability of the stock market |
scientific article; zbMATH DE number 7369871 |
Statements
SECULAR MEAN REVERSION AND LONG‐RUN PREDICTABILITY OF THE STOCK MARKET (English)
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8 July 2021
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boostrap simulation
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long run
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mean reversion
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random walk
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predictability
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stock returns
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0.7256256341934204
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0.7170377969741821
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0.7147231698036194
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0.71380615234375
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0.7108922600746155
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