Return Explanatory Ability and Predictability of Non-Linear Market Models
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References listed on IDEAS
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More about this item
KeywordsAsset Pricing; Non-Linearity; Return Predictability;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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