Decomposition of CAPE variable into frequency components and stock market prediction

Cyclically adjusted price-earnings ratio - one of the most valuable insights for a better measure of publicly held company's long-term financial performance. The forecasting model which based on the method to test predictors of the equity premium.

Рубрика Экономико-математическое моделирование
Вид дипломная работа
Язык английский
Дата добавления 01.12.2019
Размер файла 1,1 M

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