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The Statistical And Economic Significance Of The Predictability Of Excess Returns On Common Stocks

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Author Info
PESARAN, M.H.
TIMMERMANN, A.G.

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Abstract

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Publisher Info
Paper provided by California Los Angeles - Applied Econometrics in its series Papers with number 26.

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Length: 43 pages
Date of creation: 1990
Date of revision:
Handle: RePEc:fth:callaa:26

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Related research
Keywords: financial market ; securities;

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  1. Shiyi Chen & Kiho Jeong & Wolfgang K. Härdle, 2008. "Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns," SFB 649 Discussion Papers SFB649DP2008-051, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
Statistics
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This page was last updated on 2009-10-24.

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