Non-Linear Predictability of Stock Market Returns: Evidence from Non-Parametric and Threshold Models.

David Gordon McMillan

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

Original language	English
Pages (from-to)	353-368
Journal	International Review of Economics and Finance
Volume	10
Issue number	4
DOIs	https://doi.org/10.1016/S1059-0560(01)00093-4
Publication status	Published - 2001

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