Title of article :
The trading profitability of forecasts of the gilt–equity yield ratio
Author/Authors :
Chris Brooks، نويسنده , , Gita Persand، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
19
From page :
11
To page :
29
Keywords :
forecasting , Regime model , Trading rule , Equity and bond returns , Markov switching , GEYR
Journal title :
International Journal of Forecasting
Serial Year :
2001
Journal title :
International Journal of Forecasting
Record number :
178879
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=178879
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