SSRNEconometrics & Forecasting
Equity Price Model
The 3MR Reactive Price Model uses linear regression and yield prediction to forecast future values of the S&P 500 index, rejecting the martingale hypothesis and allowing for a retrospective yield estimate.
Featured in No. 69 on 9 Oct 2024 · 2 days after release
- Released
- 7 Oct 2024
- First featured
- No. 69 · 9 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4979203
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