Sector-level equity returns predictability with machine learning and market contagion measure

Autor:	Weijia Peng, Chun Yao
Rok vydání:	2023
Předmět:	Statistics and Probability Economics and Econometrics Mathematics (miscellaneous) Social Sciences (miscellaneous)
Zdroj:	Empirical Economics.
ISSN:	1435-8921 0377-7332
DOI:	10.1007/s00181-023-02404-y
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::c691252ada89c0fcc57b0839e8dfcf28 https://doi.org/10.1007/s00181-023-02404-y Zobrazit plný text záznamu Full text from SpringerLink