STOCK MARKET FORECASTABILITY AND VOLATILITY: A STATISTICAL APPRAISAL
N. Gregory Mankiw (),
David Romer () and
Working Papers from Michigan - Center for Research on Economic & Social Theory
Keywords: financial market; statistical analysis; forecasting techniques (search for similar items in EconPapers)
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Journal Article: Stock Market Forecastability and Volatility: A Statistical Appraisal (1991)
Working Paper: Stock Market Forecastability and Volatility: A Statistical Appraisal (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:michet:89-21
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