The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (Q1127245)
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scientific article; zbMATH DE number 1189592
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| English | The impact of information timeliness on the predictability of stock and futures returns: An application of vector models |
scientific article; zbMATH DE number 1189592 |
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The impact of information timeliness on the predictability of stock and futures returns: An application of vector models (English)
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13 August 1998
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forecasting
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stock index
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VARMAX-models
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0.6794732809066772
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0.6753616333007812
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0.6725748181343079
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0.6685236692428589
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0.6651506423950195
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