A Forecasting Model for Stock Market Diversity
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
http://link.springer.com/content/pdf/10.1007/s10436-006-0046-y.pdf
Reference18 articles.
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3. Audrino, F., Trojani, F. Estimating and predicting multivariate volatility regimes in global stock markets. J Appl Econom (2003) (forthcoming)
4. Conrad J., Kaul G. (1988) Time-variation in expected returns. J Bus 61, 409–425
5. De Bondt W.F.M., Thaler R.H. (1987) Further evidence of overreaction and stock market seasonality. J Financ 42, 557–581
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