Non-linear predictability of stock market returns Evidence from non-parametric and threshold models

International evidence for the predictability of bond and stock returns

Clare, A.
Thomas, S.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9206) / BLDSC - British Libr...

A recursive modelling approach to predicting UK stock returns

Pesaran, M.
Timmermann, A.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(CU-DAE-WP--9625) / BLDSC - B...

Non-linear model predictive control

Townsend, S.M.J.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030994 / BLDSC - British Library D...

Non-linear Predictability of Value and Growth Stocks and Economic Activity

Angela J. Black
David G. McMillan

Recent empirical evidence suggests that stock market index returns are predictable from a variety of...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Mills, T.C
Hull Univ. (United Kingdom). Dept. of Economics and Commerce

January 1991

Available from British Library Document Supply Centre-DSC:4335.954(176) / BLDSC - British Library Do...

Financial prediction using non linear classification techniques

Albanis, G.T.

January 2001

Available from British Library Document Supply Centre-DSC:DXN046342 / BLDSC - British Library Docume...

Non-linear predictability of UK stock market returns

McMillan, David

December 2003

Linear predictability of stock market returns has been widely reported. However, recently developed ...

The predictability of long-horizon stock market returns in the UK

Kwan, Y.S.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN009116 / BLDSC - British Library D...

Non-Linear Predictability of UK Stock Market Returns

McMillan, David Gordon

December 2003

Linear predictability of stock market returns has been widely reported. However, recently developed ...

Predictability of stock markets with disequilibrium trading

Charemza, W.W.
Shields, K.
Zalewska-Mitura, A.
Leicester Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9336(97/5) / BLDSC - British Lib...

Econometric forecasting of financial assets using non-linear smooth transition autoregressive models

McMillan, David G
Clayton, Maya

January 2011

Following the debate by empirical finance research on the presence of non-linear predictability in s...

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Model uncertainty, thick modelling and the predictability of stock returns

Aiolfi, Marco
Favero, Carlo A.
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Non-linear predictability in stock and bond returns: When and where is it exploitable?

GUIDOLIN, MASSIMO
S. Hyde
D. McMillan
S. Ono

January 2009

We systematically examine the comparative predictive performance of a number of linear and non-linea...

Non-linear predictability of stock market returns:comparative evidence from Japan and the US

Macmillan, Peter
Humpe, Andreas

January 2014

Using smooth transition regression model analysis, we examine the non linear predictability of Japan...

International evidence for the predictability of bond and stock returns

Clare, A.
Thomas, S.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9206) / BLDSC - British Libr...

A recursive modelling approach to predicting UK stock returns

Pesaran, M.
Timmermann, A.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(CU-DAE-WP--9625) / BLDSC - B...

Non-linear model predictive control

Townsend, S.M.J.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030994 / BLDSC - British Library D...

Non-linear Predictability of Value and Growth Stocks and Economic Activity

Angela J. Black
David G. McMillan

Recent empirical evidence suggests that stock market index returns are predictable from a variety of...

Assessing the predictability of U.K. stock market returns using statistics based on multiperiod returns

Mills, T.C
Hull Univ. (United Kingdom). Dept. of Economics and Commerce

January 1991

Available from British Library Document Supply Centre-DSC:4335.954(176) / BLDSC - British Library Do...

Financial prediction using non linear classification techniques

Albanis, G.T.

January 2001

Available from British Library Document Supply Centre-DSC:DXN046342 / BLDSC - British Library Docume...

Non-linear predictability of UK stock market returns

McMillan, David

December 2003

Linear predictability of stock market returns has been widely reported. However, recently developed ...

The predictability of long-horizon stock market returns in the UK

Kwan, Y.S.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN009116 / BLDSC - British Library D...

Non-Linear Predictability of UK Stock Market Returns

McMillan, David Gordon

December 2003

Linear predictability of stock market returns has been widely reported. However, recently developed ...

Predictability of stock markets with disequilibrium trading

Charemza, W.W.
Shields, K.
Zalewska-Mitura, A.
Leicester Univ. (United Kingdom). Dept. of Economics

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9336(97/5) / BLDSC - British Lib...

Econometric forecasting of financial assets using non-linear smooth transition autoregressive models

McMillan, David G
Clayton, Maya

January 2011

Following the debate by empirical finance research on the presence of non-linear predictability in s...

Can output explain the predictability and volatility of stock returns

Rodriguez, R.
Restoy, F.
Pena, J.I.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1995) / BLDSC - British Lib...

Model uncertainty, thick modelling and the predictability of stock returns

Aiolfi, Marco
Favero, Carlo A.
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Also available via the InternetAvailable from British Library D...

Non-linear predictability in stock and bond returns: When and where is it exploitable?

GUIDOLIN, MASSIMO
S. Hyde
D. McMillan
S. Ono

January 2009

We systematically examine the comparative predictive performance of a number of linear and non-linea...

Non-linear predictability of stock market returns:comparative evidence from Japan and the US

Macmillan, Peter
Humpe, Andreas

January 2014

Using smooth transition regression model analysis, we examine the non linear predictability of Japan...

International evidence for the predictability of bond and stock returns

Clare, A.
Thomas, S.
Southampton Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.937(9206) / BLDSC - British Libr...

A recursive modelling approach to predicting UK stock returns

Pesaran, M.
Timmermann, A.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3509.880(CU-DAE-WP--9625) / BLDSC - B...

Non-linear model predictive control

Townsend, S.M.J.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN030994 / BLDSC - British Library D...

Non-linear predictability of stock market returns Evidence from non-parametric and threshold models

Abstract

Extracted data

Non-linear predictability of stock market returns Evidence from non-parametric and threshold models

Abstract

Extracted data

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