Tests of return predictability : an analysis of their properties based on a continuous time asymptotic framework
Pierre Perron; Cosme Vodounou
| Year of publication: |
2004
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|---|---|
| Authors: | Perron, Pierre ; Vodounou, Cosmé |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 11.2004, 2, p. 203-230
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| Subject: | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Effizienzmarkthypothese | Efficient market hypothesis |
| 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/10001981312