Stock return predictability in the time of COVID-19
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DOI: 10.1016/j.frl.2020.101705
Abstract: We examine predictive ability of a relatively large number of variables from currency, bond and commodity markets for US stock returns during the COVID-19 crisis. As a novel contribution, we estimate robust Lasso predictive regressions… read more here.
Keywords: stock return; predictability time; finance; return predictability ... See more keywords
Estimating the predictability time of noisy chaotic dynamics from point sequences
Sign Up to like & getrecommendations! Published in 2017 at "Technical Physics Letters"
DOI: 10.1134/s1063785017010242
Abstract: A method for increasing the accuracy of estimation of the predictability time of noisy chaotic dynamics from system-related point sequences is proposed. General laws observed in the application of this method to interspike interval series… read more here.
Keywords: noisy chaotic; chaotic dynamics; point sequences; predictability time ... See more keywords