Can we evaluate the predictability of financial markets?

被引：4

作者：

Crato, Nuno ^{[3
,4
]}

Ruiz, Esther ^{[1
,2
]}

机构：

[1] Univ Carlos III Madrid, Dpt Estadist, E-28903 Getafe, Spain

[2] Univ Carlos III Madrid, Inst Flores Lemus, E-28903 Getafe, Spain

[3] Univ Tecn Lisbon, CEMAPRE, Lisbon, Portugal

[4] Univ Tecn Lisbon, ISEG, Lisbon, Portugal

来源：

INTERNATIONAL JOURNAL OF FORECASTING | 2012年 / 28卷 / 01期

关键词：

TIME-SERIES;

D O I：

10.1016/j.ijforecast.2011.02.002

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1 / 2

页数：2

共 50 条

[1] Predictability and unpredictability in financial markets
Global Analytics, Bankers Trust, MS2361, 130 L., New York, NY 10006, United States
不详
Phys D Nonlinear Phenom, 1-4 (321-347):
[2] Predictability and unpredictability in financial markets
Lipton-Lifschitz, A
PHYSICA D, 1999, 133 (1-4): : 321 - 347
[3] On Granger's predictability of financial markets in theory and practice
Garcia-Ferrer, Antonio
INTERNATIONAL JOURNAL OF FORECASTING, 2012, 28 (01) : 121 - 127
[4] Windows of predictability in Financial Markets: a Shannon Entropy approach
Zingales, Leon
COMMUNICATIONS IN APPLIED AND INDUSTRIAL MATHEMATICS, 2011, 2 (02):
[5] Can We Predict the Financial Markets Based on Google's Search Queries?
Perlin, Marcelo S.
Caldeira, Joao F.
Santos, Andre A. P.
Pontuschka, Martin
JOURNAL OF FORECASTING, 2017, 36 (04) : 454 - 467
[6] CAN WE EVALUATE COMPOSITIONS
KOCLANES, TA
ENGLISH JOURNAL, 1961, 50 (04): : 252 - &
[7] The cross-predictability of industry returns in international financial markets
Wang, Xin
Zhang, Haofei
INTERNATIONAL REVIEW OF FINANCE, 2023, 23 (04) : 859 - 885
[8] The Malign Hand of the Markets: The Insidious Forces on Wall Street that are Destroying Financial Markets - and What We Can Do About it
Kealey, Terence
ECONOMIC AFFAIRS, 2013, 33 (02) : 284 - 285
[9] Can we still manage the financial markets? Wall Street and the Dodd-Frank law
Durana, Gabrielle
ESPRIT, 2011, (12) : 35 - 48
[10] Can We Evaluate Marriage Education?
Cuber, John F.
MARRIAGE AND FAMILY LIVING, 1949, 11 (03): : 93 - 95

← 1 2 3 4 5 →