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Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable?

Non-Linear Predictability in Stock and Bond Returns: When and Where is it Exploitable?

Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; Ono, Sadayuki
  • 期刊名称SSRN Electronic Journal
  • 作者Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; Ono, Sadayuki
  • 电子ISSN1556-5068
  • 文件大小1183.82KB
  • 发表时间2009
  • DOI10.2139/ssrn.1126727
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