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On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

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  • Henriksson, Roy D
  • Merton, Robert C

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  • Henriksson, Roy D & Merton, Robert C, 1981. "On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills," The Journal of Business, University of Chicago Press, vol. 54(4), pages 513-533, October.
  • Handle: RePEc:ucp:jnlbus:v:54:y:1981:i:4:p:513-33
    DOI: 10.1086/296144
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