Title of article
The trading profitability of forecasts of the gilt–equity yield ratio
Author/Authors
Chris Brooks، نويسنده , , Gita Persand، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
19
From page
11
To page
29
Keywords
forecasting , Regime model , Trading rule , Equity and bond returns , Markov switching , GEYR
Journal title
International Journal of Forecasting
Serial Year
2001
Journal title
International Journal of Forecasting
Record number
178879
Link To Document