A new tight and general bound on return predictability
Year of publication: |
January 2018
|
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Authors: | Potì, Valerio |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 162.2018, p. 140-145
|
Subject: | Predictability bounds | Market efficiency | Currency strategies | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Theorie | Theory |
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