Nonlinearity, data-snooping, and stock index ETF return predictability (Q1042502): Difference between revisions
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Revision as of 01:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinearity, data-snooping, and stock index ETF return predictability |
scientific article |
Statements
Nonlinearity, data-snooping, and stock index ETF return predictability (English)
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14 December 2009
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ishares
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random walk
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nonlinear models
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forecasting evaluation
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reality check
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