Title of article
Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests
Author/Authors
Matthew Q. McPherson، نويسنده , , Joseph Palardy، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
13
From page
452
To page
464
Keywords
Generalized spectral tests , Martingale difference hypothesis , International stock indices
Journal title
Journal of International Financial Markets, Institutions and Money
Serial Year
2007
Journal title
Journal of International Financial Markets, Institutions and Money
Record number
189795
Link To Document