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A predictive comparison of some simple long- and short memory models of daily US stock returns, with emphasis on business cycle effects
Bhardwaj, Geetesh; Swanson, Norman R. - In: Nonlinear time series analysis of business cycles, (pp. 379-405). 2006
Persistent link: https://www.econbiz.de/10003309394
Cover Image
A Predictive Comparison of Some Simple Long- and Short Memory Models of Daily U.S. Stock Returns, with Emphasis on Business Cycle Effects
Bhardwaj, Geetesh; Swanson, Norman R. - In: Nonlinear time series analysis of business cycles, (pp. 379-406). 2006
Persistent link: https://www.econbiz.de/10015385594