Nonlinearity, data-snooping, and stock index ETF return predictability (Q1042502)
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scientific article; zbMATH DE number 5646317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinearity, data-snooping, and stock index ETF return predictability |
scientific article; zbMATH DE number 5646317 |
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Nonlinearity, data-snooping, and stock index ETF return predictability (English)
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14 December 2009
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ishares
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random walk
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nonlinear models
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forecasting evaluation
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reality check
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