A perspective on recent methods on testing predictability of asset returns (Q1640689)
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scientific article; zbMATH DE number 6889356
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A perspective on recent methods on testing predictability of asset returns |
scientific article; zbMATH DE number 6889356 |
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A perspective on recent methods on testing predictability of asset returns (English)
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14 June 2018
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asset returns
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heteroskedasticity
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high persistency
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nonlinearity
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predictability
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quantile regressions
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