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Non-linear predictability of stock market returns : evidence from non-parametric and threshold models

David G. McMillan

Publication Data

Title Non-linear predictability of stock market returns : evidence from non-parametric and threshold models
Author David G. McMillan
Contributor
Publisher Dept. of Economics, St. Salvator's College
Publication date 2001
Publication location St. Andrews
Language English

Topics

Stock price forecasting :: Statistical methods

Catalogue Data

OBNB ID GBA126649
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 14 p.
P1042 Includes bibliographical references.

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Non-linear predictability of stock market returns : evidence from non-parametric and threshold models by David G. McMillan. Published by Dept. of Economics, St. Salvator's College in 2001. Publication and catalogue information, links to buy online and reader comments.