Nonlinearity, data-snooping, and stock index ETF return predictability
Jian Yang; Juan Cabrera; Tao Wang
| Year of publication: |
2010
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|---|---|
| Authors: | Yang, Jian ; Cabrera, Juan ; Wang, T'ao |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 200.2009/10, 2 (16.1.), p. 498-507
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| Subject: | Aktienindex | Stock index | Indexderivat | Index derivative | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Volatilität | Volatility | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003897177