Out of fashion

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منابع مشابه

Good Remedies—Out of Fashion

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We perform a comprehensive examination of the recursive, comparative predictive performance of a number of linear and non-linear models for UK stock and bond returns. We estimate Markov switching, threshold autoregressive (TAR), and smooth transition autoregressive (STR) regime switching models, and a range of linear specifications in addition to univariate models in which conditional heteroske...

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ژورنال

عنوان ژورنال: Nature

سال: 2004

ISSN: 0028-0836,1476-4679

DOI: 10.1038/nj7016-531a