Nonlinearity, data-snooping, and stock index ETF return predictability (Q1042502): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2009.01.009
+Normal rank
@@ Property / OpenAlex ID @@
+W2092155530
@@ Property / OpenAlex ID: W2092155530 / rank @@
+Normal rank
@@ Property / cites work @@
+Functional-Coefficient Regression Models for Nonlinear Time Series
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
+Normal rank
@@ Property / cites work @@
+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
+Normal rank
@@ Property / cites work @@
+Is the predictability of emerging and developed stock markets really exploitable?
+Normal rank
@@ Property / cites work @@
+Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
+Normal rank
@@ Property / cites work @@
+A Reality Check for Data Snooping
@@ Property / cites work: A Reality Check for Data Snooping / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1042502