Fourier Analysis for Stock Price Forecasting: Assumption and Evidence
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DOI: 10.3846/16111699.2016.1184180
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References listed on IDEAS
- Chang, Bo Young & Christoffersen, Peter & Jacobs, Kris, 2013.
"Market skewness risk and the cross section of stock returns,"
Journal of Financial Economics, Elsevier, vol. 107(1), pages 46-68.
- Chang, Bo Young & Christoffersen, Peter & Jacobs, Kris, 2010. "Market Skewness Risk and the Cross-Section of Stock Returns," Working Papers 11-18, University of Pennsylvania, Wharton School, Weiss Center.
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Cited by:
- Kavishka T. Rajapaksha & Dinushiya S. Rodrigo, 2023. "Short – Term Forecasting for Daily Stock Market Indices using Discrete Fourier Transforms," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 7(11), pages 2039-2044, November.
- Karel Janda, 2019. "Earnings Stability and Peer Company Selection for Multiple Based Indirect Valuation," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 37-75, February.
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