Testing for episodic predictability in stock returns (Q2116325)
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scientific article; zbMATH DE number 7491150
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for episodic predictability in stock returns |
scientific article; zbMATH DE number 7491150 |
Statements
Testing for episodic predictability in stock returns (English)
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16 March 2022
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predictive regression
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rolling and recursive IV estimation
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persistence
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endogeneity
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conditional and unconditional heteroskedasticity
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