Non-linear predictability in stock and bond returns: When and where is it exploitable?

• 作者Massimo Guidolin; Stuart Hyde; David McMillan; Sadayuki Ono
• 卷第25卷
• 期第2期
• 印刷ISSN0169-2070
• 文件大小8343.16KB
• 发表时间2009
• DOI10.1016/j.ijforecast.2009.01.002
• 页码373-399