Supplementary Material for 'Forecasting Financial Risk Using Quantile Random Forests'
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Published:2023
Issue:
Volume:
Page:
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ISSN:1556-5068
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Container-title:SSRN Electronic Journal
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language:en
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Short-container-title:SSRN Journal
Author:
James Robert,Leung Wai Yin
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference148 articles.
1. r 6-2 : The cumulative return from 6 months before to 2 months before the forecast date;See Jegadeesh and Titman,1993