Non-linear forecasting of stock returns: Does volume help?

International Journal of Forecasting

Volumn 23, Issue 1, 2007, Pages 115-126

  McMillan, David G ^a  

^a UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

Forecasting; LSTR model; Stock market returns; Volume

Indexed keywords

EID: 33847183161     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2006.06.002     Document Type: Article

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