Testing for predictability (in Russian)
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References listed on IDEAS
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- Peter F. Christoffersen & Francis X. Diebold, 2006.
"Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics,"
Management Science, INFORMS, vol. 52(8), pages 1273-1287, August.
- Christoffersen, Peter F. & Diebold, Francis X., 2003. "Financial asset returns, direction-of-change forecasting, and volatility dynamics," CFS Working Paper Series 2004/08, Center for Financial Studies (CFS).
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