Non-Linear Long Horizon Returns Predictability: Evidence from Six South-East Asian Markets

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	95-111
Journal	Asia-Pacific Financial Markets
Volume	13
Publication status	Published - 2007

Handle.net

@article{3ce9383d11ff4092b0a39f531d56f336,

title = "Non-Linear Long Horizon Returns Predictability: Evidence from Six South-East Asian Markets",

author = "McMillan, \{David Gordon\} and A Speight",

year = "2007",

language = "English",

volume = "13",

pages = "95--111",

journal = "Asia-Pacific Financial Markets",

issn = "1573-6946",

publisher = "Springer",

}