Work

Nonlinear predictability of stock market returns: Evidence from nonparametric and threshold models

Year: 2001

Type: article

Source: International Review of Economics & Finance

DOI: 10.1016/s1059-0560(01)00093-4

Author: David G McMillan

Institution: University of St Andrews

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2055823404

FWCI: 4.546

Cites: 44

Cited by: 105

Related to: 10