STOCK-MARKET FORECASTABILITY AND VOLATILITY - A STATISTICAL APPRAISAL
成果类型：
Article
署名作者：
MANKIW, NG; ROMER, D; SHAPIRO, MD
署名单位：
National Bureau of Economic Research; University of California System; University of California Berkeley; University of Michigan System; University of Michigan
刊物名称：
REVIEW OF ECONOMIC STUDIES
ISSN/ISSBN：
0034-6527
DOI：
10.2307/2298006
发表日期：
1991
页码：
455-477
关键词：
variance bounds tests
sample properties
Price volatility
regression
consumption
Dividends
bubbles
models
RISK
too
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