A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests

DOI10.2202/1558-3708.1376zbMath1260.91264OpenAlexW1999245127MaRDI QIDQ5452769

Alex Maynard, Wei Liu

Publication date: 4 April 2008

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1376

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82)

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