Pitfalls in market timing test (Q1046178)

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scientific article
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Pitfalls in market timing test
scientific article

    Statements

    title
    Pitfalls in market timing test (English)
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    author
    Chia-Shang Chu
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    Liping Lu
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    Zhentao Shi
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    publication date
    21 December 2009
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    zbMATH Keywords
    market timing test
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    Markov regression
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    spurious regression
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62M10
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    62M20
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    91B82
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    zbMATH DE Number
    5650873
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