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AUTOREGRESSION AND PERSISTENCE APPLICATION: PREDICTABILITY
https://doi.org/10.1142/9789814307963_0008Cited by:0 (Source: Crossref)
Abstract:
The following sections are included:
Key Points of Learning
MEAN REVERSION
PRICE-DIVIDEND RATIO
OUT-OF-SAMPLE FORECASTS
OTHER STUDIES RELATED TO PREDICTABILITY ISSUE
PROBLEM SET
FURTHER RECOMMENDED READINGS
