Drawing inferences from statistics based on multi-year asset returns
By: Matthew Richardson, James H. Stock.
Contributors: Stock, James H.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 3335; Working paper series (National Bureau of Economic Research) -- working paper no. 3335.
Publisher: National Bureau of Economic Research
Published: 1990
Place of publication: Cambridge, MA
Language: eng
Number of pages: 17
Subjects: Stocks -- Prices -- United States -- Econometric models.; Rate of return -- United States -- Econometric models.; Analysis of variance.; Autocorrelation (Statistics); Monte Carlo method.
Notes: "April 1990."

Includes bibliographical references.

Binghamton University Libraries' copy bound with: Systematic movements in real exchange rates in the G-5 : evidence on the integration of internal and external markets.