How costly is it to ignore breaks when forecasting the direction of a time series?
Year of publication: |
2004
|
---|---|
Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
Published in: |
International Journal of Forecasting. - Elsevier, ISSN 0169-2070. - Vol. 20.2004, 3, p. 411-425
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem, (1994)
-
Pesaran, M. Hashem, (1992)
-
A generalisation of the non-parametric Henriksson-Merton test of market timing
Pesaran, M. Hashem, (1992)
- More ...