Predictive power of ARIMA models in forecasting equity returns: a sliding window method
Crossref DOI link: https://doi.org/10.1057/s41260-020-00184-z
Published Online: 2020-09-19
Published Print: 2020-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dong, Huijian http://orcid.org/0000-0002-8296-6938
Guo, Xiaomin
Reichgelt, Han
Hu, Ruizhi
Funding for this research was provided by:
Kate Tiedemann School of Business and Finance
Text and Data Mining valid from 2020-09-19
Version of Record valid from 2020-09-19
Article History
Revised: 7 July 2020
First Online: 19 September 2020