Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets (Q5133525)
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scientific article; zbMATH DE number 7272406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets |
scientific article; zbMATH DE number 7272406 |
Statements
Assessing the Power of Long-Horizon Predictive Tests in Models of Bull and Bear Markets (English)
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10 November 2020
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predictive regression
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long-horizon regression
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regime-switching
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nonlinear
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stock return predictability
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