Forecasting the Equity Risk Premium: The Role of Technical Indicators.
Christopher J. NeelyDavid E. RapachJun TuGuofu ZhouPublished in: Manag. Sci. (2014)
Keyphrases
- technical indicators
- stock market
- financial time series
- foreign exchange
- stock price
- exchange rate
- trading systems
- short term
- financial markets
- risk aversion
- stock exchange
- long term
- stochastic dominance
- bayesian networks
- cluster analysis
- non stationary
- case based reasoning
- artificial intelligence
- financial data
- dynamic programming