The dual contributions of information instruments in return models : magnitude and direction predictability
Bob Korkie; Ranjini Sivakumar; Harry Turtle
| Year of publication: |
2002
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|---|---|
| Authors: | Korkie, Robert M. ; Sivakumar, Ranjini ; Turtle, Harry J. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 9.2002, 5, p. 511-523
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| Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of empirical finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001712017