STOCK MARKET FORECASTABILITY AND VOLATILITY: A STATISTICAL APPRAISAL
N. Gregory Mankiw,
David Romer and
M.D. Shapiro
Working Papers from Michigan - Center for Research on Economic & Social Theory
Keywords: financial market; statistical analysis; forecasting techniques (search for similar items in EconPapers)
Pages: 39 pages
Date: 1989
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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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