Non-linear predictability in stock and bond returns : when and where is it exploitable?
Massimo Guidolin; Stuart Hyde; David McMillan
| Year of publication: |
2009
|
|---|---|
| Authors: | Guidolin, Massimo ; Hyde, Stuart ; McMillan, David G. ; Ono, Sadayuki |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 25.2009, 2, p. 373-399
|
| Subject: | Prognoseverfahren | Forecasting model | Ökonometrisches Modell | Econometric model | Aktie | Share | Anleihe | Bond | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | G7-Staaten | G7 countries |
| 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/10003870067