"Nonlinearity, data-snooping, and stock index ETF return predictability."

Jian Yang, Juan Cabrera, Tao Wang (2010)

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DOI: 10.1016/J.EJOR.2009.01.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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Jian Yang, Juan Cabrera, Tao Wang:
Nonlinearity, data-snooping, and stock index ETF return predictability. Eur. J. Oper. Res. 200(2): 498-507 (2010)

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