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

David Gordon McMillan

    Research output: Contribution to journalArticlepeer-review

    53 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)353-368
    JournalInternational Review of Economics and Finance
    Volume10
    Issue number4
    DOIs
    Publication statusPublished - 2001

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