Prequential analysis of stock market returns

Applied Economics

Volumn 36, Issue 5, 2004, Pages 399-412

  Bessler, David A ^a   Ruffley, Robert ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKET; FORECASTING METHOD; STOCK MARKET; VECTOR AUTOREGRESSION;

EID: 16544391069     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840410001682115     Document Type: Article

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