Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests

✍ Scribed by Matthew Q. McPherson; Joseph Palardy

• Book ID: 116575246
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 180 KB
• Volume: 17
• Category: Article
• ISSN: 1042-4431
• DOI: 10.1016/j.intfin.2006.04.002