'Non-Linear Predictability of Stock Market Returns: Evidence from Non-Parametric and Threshold Models'
| Year of publication: |
2001-12-15
|
|---|---|
| Authors: | McMillan, David |
| Institutions: | School of Economics and Finance, University of St. Andrews |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 200102 |
| Source: |
Persistent link: https://www.econbiz.de/10005536814