Are international stock returns predictable? : An examination of linear and non-linear pridictability using generalized spectral tests
Matthew Q. McPherson, Joseph Palardy
| Year of publication: |
2007
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|---|---|
| Authors: | McPherson, Matthew Q. ; Palardy, Joseph |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 17.2007, 5, p. 452-464
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| Subject: | Aktienindex | Stock index | International | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Kanada | Canada | Frankreich | France | Deutschland | Germany | Hongkong | Hong Kong | Italien | Italy | Japan | Niederlande | Netherlands | Schweiz | Switzerland | Großbritannien | United Kingdom | Heteroskedastizität | Heteroscedasticity | 1988-2002 |
| 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/10003609496