recursive modelling approach to predicting UK stock returns
By: by M. Hashem Pesaran and Allan Timmermann.
Contributors: Timmermann, Allan.; London School of Economics and Political Science. Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.322; Discussion paper (London School of Economics, Financial Markets Group) -- no.322.
Publisher: London School of Economics, Financial Markets Group
Published: 1999
Place of publication: London
Language: eng