Pitfalls in market timing test
type: Item
instance of: scholarly article
title: Pitfalls in market timing test
zbMATH Open document ID: 1181.62173
author: Chia-Shang Chu
author: Liping Lu
author: Zhentao Shi
published in: Economics Letters
publication date: 2009-12-21T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 5650873
zbMATH Keywords: market timing test
zbMATH Keywords: Markov regression
zbMATH Keywords: spurious regression
MaRDI profile type: Publication
full work available at URL: j.econlet.2009.01.034
OpenAlex ID: W1966181388
cites work: Estimation of copula-based semiparametric time series models
cites work: Q5598050
cites work: Spurious regressions in econometrics
cites work: Q3783791
cites work: Q4151621
cites work: Q4864761
cites work: Asymptotic Inference about Predictive Ability
cites work: Markov Regression Models for Time Series: A Quasi-Likelihood Approach
DOI: 10.1016/J.ECONLET.2009.01.034
Recommended article: Market timing: a test of a charting heuristic
Recommended article: Market timing: recent development and a new test
Recommended article: The Performance of Market Timing Measures in a Simulated Environment *
Recommended article: Market Timing and Predictability in FX Markets
Recommended article: MARKET TIMING IN PARAMETRIC PORTFOLIO POLICIES
Recommended article: Pitfalls in testing for long run relationships
description: scientific article; zbMATH DE number 5650873