Testing for linear and nonlinear predictability of stock returns
Markus Lanne; Mika Meitz; Pentti Saikkonen
| Year of publication: |
2013
|
|---|---|
| Authors: | Lanne, Markus ; Meitz, Mika ; Saikkonen, Pentti |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 11.2013, 4, p. 682-705
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| Subject: | all-pass process | noninvertible ARMA process | nonlinear predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Börsenkurs | Share price | Theorie | Theory | ARMA-Modell | ARMA model | Neuronale Netze | Neural networks |
| 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/10010233866