The Use of Recursive Model Selection Strategies in Forecasting Stock Returns

Mohammad Pesaran and Allan Timmermann

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Keywords: financial market; economic models (search for similar items in EconPapers)
Pages: 43 pages
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:cam:camdae:9406

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