Blar i UiS Brage på forfatter "Fagerland, Cathrine B."
-
An Improved Model for Long-Horizon Prediction of S&P 500 Return
Fagerland, Cathrine B.; Madsen, Eirik A. (Master thesis, 2023)In this paper we contribute to the literature of long-horizon predictions by constructing an improved OLS regression model of S&P 500 return. The research of Robert Shiller has found the Total Real Cyclically Adjusted ... -
An Improved Model for Long-Horizon Prediction of S&P 500 Return
Fagerland, Cathrine B.; Madsen, Eirik A. (Master thesis, 2023)In this paper we contribute to the literature of long-horizon predictions by constructing an improved OLS regression model of S&P 500 return. The research of Robert Shiller has found the Total Real Cyclically Adjusted Price ...