Halbert White Jr. Memorial JFEC Lecture: Pitfalls and Possibilities in Predictive Regression
Financial theory and econometric methodology both struggle in formulating models that are logically sound in reconciling short-run martingale behavior for financial assets with predictable long-run behavior, leaving much of the research to be empirically driven. The present article overviews recent...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2015
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/1864 https://ink.library.smu.edu.sg/context/soe_research/article/2864/viewcontent/Pitfalls_av.pdf |
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| Institution: | Singapore Management University |
| Language: | English |