Long Run Returns Predictability and Volatility with Moving Averages

CL Chang, J Ilomäki, H Laurila, Michael McAleer

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

32 Downloads (Pure)
Original languageEnglish
Place of PublicationRotterdam
Number of pages33
EditionEconometric Institute Research Papers EI2018-39
Publication statusPublished - 2018

Research programs

  • ESE - E&MS

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