Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
收藏数据链接：
官方服务：
资源简介：
We consider three sets of phenomena that feature prominently and separately in the financial economics literature: conditional mean dependence (or lack thereof) in asset returns, dependence (and hence forecastability) in asset return signs, and dependence (and hence forecastability) in asset return
提供机构：
美国国家经济研究局创建时间：
2003-10-01
