The statistical and economic significance of the predictability of excess returns of common stocks
Year of publication: |
1990
|
---|---|
Authors: | Pesaran, M. Hashem ; Timmermann, Alan G. |
Publisher: |
Cambridge : Univ. of Cambridge, Department of Applied Economics |
Subject: | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
Extent: | 42 S. |
---|---|
Series: | DAE working paper. - Cambridge, ZDB-ID 2200094-X. - Vol. 9022 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
An alternative conditional asymmetry specification for stock returns
Brännäs, Kurt, (2001)
-
Conditional leptokurtosis and non-linear dependence in exchange rate returns
Caporale, Guglielmo Maria, (1994)
-
The predictability of stock returns and the efficient market hypothesis
Fluck, Zsuzsanna, (1993)
- More ...
-
Country and industry factors in stock returns : a regime switching approach
Catão, Luis, (2004)
-
Estimation and inference in large heterogenous panels with cross section dependence
Pesaran, M. Hashem, (2003)
-
Exchange rate unification, the role of markets and planning in the Iranian economic reconstruction
Karshenas, Massoud, (1993)
- More ...