Market timing and return prediction under model instability

Publication Data

• Title Market timing and return prediction under model instability
• Author M. Hashem Pesaran
• Contributors Allan Timmermann, Allan Timmermann
• Publisher LSE Financial Markets Group
• Publication date 2002
• Publication location London
• Language English

Topics

• Stock price forecasting :: Great Britain
• Rate of return :: Great Britain :: Forecasting

Market timing and return prediction under model instability by M. Hashem Pesaran. Published by LSE Financial Markets Group in 2002. Publication and catalogue information, links to buy online and reader comments.