A recursive modelling approach to predicting UK stock returns
M. Hashem Pesaran and Allan Timmermann
| Year of publication: |
2000
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Timmermann, Allan |
| Published in: |
The economic journal : the journal of the Royal Economic Society. - Oxford : Oxford University Press, ISSN 1468-0297, ZDB-ID 3025-9. - Vol. 110.2000, p. 159-191
|
| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The economic journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001469604