Stock Market Forecastability and Volatility: A Statistical Appraisal

The statistical tests of stock market forecastability and volatility that are immune from a statistical problems. The rejections of the model under either a constant or variable required rate of return. An overwhelming evidence against efficient markets.

Рубрика Экономика и экономическая теория
Предмет Economics
Вид статья
Язык английский
Прислал(а) Ира
Дата добавления 11.08.2013
Размер файла 1,2 M

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