Are international stock returns predictable? : An application of spectral shape tests corrected for heteroskedasticity
Matthew Q. McPherson; Joseph Palardy; Jon Vilasuso
| Year of publication: |
2005
|
|---|---|
| Authors: | McPherson, Matthew Q. ; Palardy, Joseph ; Vilasuso, Jon R. |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 57.2005, 2, p. 103-118
|
| Subject: | Aktienindex | Stock index | International | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Kanada | Canada | Deutschland | Germany | Hongkong | Hong Kong | Italien | Italy | Japan | Niederlande | Netherlands | Schweiz | Switzerland | Großbritannien | United Kingdom | Heteroskedastizität | Heteroscedasticity | 1988-2002 |
| Extent: | graph. Darst |
|---|---|
| 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/10002767692