Forecasting the forecasts of others: Implications for asset pricing.
Igor MakarovOleg RytchkovPublished in: J. Econ. Theory (2012)
Keyphrases
- financial markets
- short term
- exchange rate
- early warning
- long term
- trading strategies
- forecast models
- stock market
- historical data
- stock price
- forecasting model
- portfolio selection
- financial time series
- risk management
- data sets
- option pricing
- medium term
- support vector regression
- forecasting accuracy
- pricing model
- weather forecasting
- grey model
- non stationary
- portfolio theory