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Volumn 17, Issue 5, 2007, Pages 452-464

Are international stock returns predictable?. An examination of linear and non-linear predictability using generalized spectral tests

Author keywords

Generalized spectral tests; International stock indices; Martingale difference hypothesis

Indexed keywords


EID: 35348873706     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2006.04.002     Document Type: Article
Times cited : (4)

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