Tests of Excess Forecast Volatility in the Foreign Exchange and Stock Markets
收藏NBER1987-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2362
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资源简介：
Simple regression tests that have power against the alternatives that. asset prices and expected future asset returns are excessively volatile are developed and performed for the foreign exchange and stock markets. These tests have a number of advantages over alternative, variance hounds techniques.
提供机构：
美国国家经济研究局
创建时间：
1987-08-01
