Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles.
Year of publication: |
1996
|
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Authors: | Donaldson, R.G. ; Kamstra, M. |
Institutions: | Department of Economics, Simon Fraser University |
Subject: | TESTS | FINANCIAL MARKET | STOCK MARKET | SHARES |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | 37 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; G12 - Asset Pricing ; N22 - U.S.; Canada: 1913- |
Source: |
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Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles.
Donaldson, R.G., (1996)
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Evaluating Alternative Models for Conditional Stock Volatility : Evidence from International Data.
Donaldson, R.G., (1993)
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A Neural Network Test for Heteroskedasticity.
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