The scale of predictability

Journal of Econometrics, Volume 208, Issue 1, January 2019, Pages 120-140

Author(s):

Federico Bandi

EDHEC Business School

Benoit Perron

Université de Montrèal

A. Tamoni

London School of Economics

Claudio Tebaldi

Department of Finance, Universitá Bocconi

Journal of Econometrics, Volume 208, Issue 1, January 2019, Pages 120-140

Type: Academic publication
Date: le 02/01/2019
Research Cluster : Finance
Source : Journal of Econometrics

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