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

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+Functional-Coefficient Regression Models for Nonlinear Time Series
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+Q4230831
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+Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
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+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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+Is the predictability of emerging and developed stock markets really exploitable?
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+Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules
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+A Reality Check for Data Snooping
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