A quantilogram approach to evaluating directional predictability
Year of publication: |
2004
|
---|---|
Authors: | Linton, Oliver ; Whang, Yoon-jae |
Publisher: |
New Haven, Conn. |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
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