Efficient Market Hypothesis and Forecasting
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- Timmermann, Allan & Granger, Clive W. J., 2004. "Efficient market hypothesis and forecasting," International Journal of Forecasting, Elsevier, vol. 20(1), pages 15-27.
References listed on IDEAS
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More about this item
Keywords
efficient market hypothesis; forecast evaluation; learning; model specification;JEL classification:
- G0 - Financial Economics - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2003-03-14 (Corporate Finance)
- NEP-ETS-2003-03-14 (Econometric Time Series)
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