Forecasting The Long-Term Growth of S&P 500 Index

Stephen H.-T. Lihn ()
Additional contact information
Stephen H.-T. Lihn: Quant Research at Atom Investors LP

A chapter in Applications in Reliability and Statistical Computing, 2023, pp 1-24 from Springer

Abstract: Abstract The U.S. stock market has exhibited amazing resilience in the long run. Its long-term growth is a wonderful story of American capitalism.

Keywords: Forecast model; Economic cycle; Mean reversion; CAPE; Stock market; Wavelet; C38; C53; E32; E37; E47 (search for similar items in EconPapers)
Date: 2023
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:ssrchp:978-3-031-21232-1_1

Ordering information: This item can be ordered from
http://www.springer.com/9783031212321

DOI: 10.1007/978-3-031-21232-1_1

Access Statistics for this chapter

More chapters in Springer Series in Reliability Engineering from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().