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STOCK MARKET FORECASTABILITY AND VOLATILITY: A STATISTICAL APPRAISAL

N. Gregory Mankiw (), David Romer () and Matthew 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)
Date: 1989
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Journal Article: Stock Market Forecastability and Volatility: A Statistical Appraisal (1991) Downloads
Working Paper: Stock Market Forecastability and Volatility: A Statistical Appraisal (1989) Downloads
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