Testing for episodic predictability in stock returns (Q2116325)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing for episodic predictability in stock returns |
scientific article; zbMATH DE number 7491150
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing for episodic predictability in stock returns |
scientific article; zbMATH DE number 7491150 |
Statements
Testing for episodic predictability in stock returns (English)
0 references
16 March 2022
0 references
predictive regression
0 references
rolling and recursive IV estimation
0 references
persistence
0 references
endogeneity
0 references
conditional and unconditional heteroskedasticity
0 references
