Non-linear predictability of UK stock market returns
Year of publication: |
2004-09-27
|
---|---|
Authors: | McMillan, David |
Institutions: | Money Macro and Finance Research Group |
-
Balance Sheet Interlinkages and Macro-Financial Risk Analysis in the Euro Area
Kavonius, Ilja Kristian, (2009)
-
The Allocation of Assets Under Higher Moments
Jondeau, Eric, (2002)
-
Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion
Ait-Sahalia, Yacine, (2001)
- More ...
-
Forecasting UK stock market volatility
McMillan, David, (2000)
-
Non-linear predictability in stock and bond returns: When and where is it exploitable?
Guidolin, Massimo, (2009)
-
Return-Volume Dynamics in UK Futures
McMillan, David, (1999)
- More ...