Nonlinear predictability of short-run deviations in UK stock market return
Year of publication: |
2004
|
---|---|
Authors: | McMillan, David G. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 84.2004, 2, p. 149-154
|
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration |
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