Predictability of China's Stock Market Returns Based on Combination of Distribution Forecasting Models

Yao, YY; Zheng, XT; Wang, HM

Zheng, XT (corresponding author), Hangzhou Normal Univ, Qianjiang Coll, Dept Econ, 16 Xuelin St, Hangzhou 310018, Zhejiang, Peoples R China.

JOURNAL OF ADVANCED COMPUTATIONAL INTELLIGENCE AND INTELLIGENT INFORMATICS, 2020; 24 (4): 477

Abstract

No consensus exists in the literature on whether stock prices can be predicted, with most existing studies employing point forecasting to predict retu......

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