✦ LIBER ✦

Non-linear Predictability of UK Stock Market Returns

✍ Scribed by David G. McMillan

Book ID: 111046790
Publisher: John Wiley and Sons
Year: 2003
Tongue: English
Weight: 123 KB
Volume: 65
Category: Article
ISSN: 0140-5543
DOI: 10.1111/j.1468-0084.2003.00061.x

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

NON-LINEAR PREDICTABILITY IN G7 STOCK IN

NON-LINEAR PREDICTABILITY IN G7 STOCK INDEX RETURNS

✍ KIAN-PING LIM; CHEE-WOOI HOOY 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 856 KB

Nonlinear predictability of short-run de

Nonlinear predictability of short-run deviations in UK stock market returns

✍ David G McMillan 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 77 KB

Non-linear dynamics in international sto

Non-linear dynamics in international stock market returns

✍ David G. McMillan 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 137 KB

Stock prices–inflation puzzle and the pr

Stock prices–inflation puzzle and the predictability of stock market returns

✍ Christophe Boucher 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 107 KB

THE PREDICTABILITY OF STOCK MARKET RETUR

THE PREDICTABILITY OF STOCK MARKET RETURNS IN SOUTH AFRICA: PARAMETRIC VS. NON-PARAMETRIC METHODS

✍ LUMENGO BONGA-BONGA; MUTEBA MWAMBA 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 207 KB

Non-linear forecasts of stock returns

✍ Angelos Kanas 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 150 KB 👁 1 views

## Abstract Following recent non‐linear extensions of the present‐value model, this paper examines the out‐of‐sample forecast performance of two parametric and two non‐parametric nonlinear models of stock returns. The parametric models include the standard regime switching and the Markov regime swi