Assessing the power of long-horizon predictive tests in models of bull and bear markets
Year of publication: |
2014
|
---|---|
Authors: | Maynard, Alex ; Ren, Dongmeng |
Published in: |
Essays in honor of Peter C. B. Phillips. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-183-1. - 2014, p. 673-711
|
Subject: | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
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