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Pesaran, M.H.
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Granger, C.W.J.
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Journal of forecasting
Cambridge Working Papers in Economics
1,050
Cambridge - Risk, Information & Quantity Signals
58
Accounting and Finance Discussion Papers
14
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11
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Journal of applied econometrics
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Economic and Statistical Measures of Forecast Accuracy
Granger, C.W.J.
;
Pesaran, M.H.
- In:
Journal of forecasting
19
(
2000
)
7
,
pp. 537-560
Persistent link: https://www.econbiz.de/10006904295
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Forecasting Stock Returns: An Examination of Stock Market Trading in the Presence of Transaction Costs
Pesaran, M.H.
;
Timmermann, A.
- In:
Journal of forecasting
13
(
1994
)
4
,
pp. 335-368
Persistent link: https://www.econbiz.de/10006948929
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