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 |
| Вид | статья |
| Язык | английский |
| Дата добавления | 11.08.2013 |
| Размер файла | 1,2 M |
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