Non-linear forecasting of stock returns : does volume help?
Year of publication: |
2007
|
---|---|
Authors: | McMillan, David G. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 23.2007, 1, p. 115-126
|
Subject: | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom | USA | United States | Frankreich | France | Japan | 1990-2004 |
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