Sentences with phrase «similar predictive power»
Third, realized variance of the hedging portfolio or of the value premium is closely correlated with the average IV, and these variables have similar predictive power for stock returns.
http://arichlife.passionsaving.com/
«If one hypothesized that momentum has similar predictive power around the world, equal to the historical average of value and momentum over each of our four regions, then the ex post «failure» of Japanese momentum is not at all statistically impressive (a p - value of about 26 %).
Not exact matches
We wanted to investigate similar subtypes in DCIS to see if they had predictive power.»