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)
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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