مرکز منطقه ای اطلاع رساني علوم و فناوري - Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests

Title of article :

Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests

Author/Authors :

Matthew Q. McPherson، نويسنده , , Joseph Palardy، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

452

To page :

464

Keywords :

Generalized spectral tests , Martingale difference hypothesis , International stock indices

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2007

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189795

Link To Document :