Download This PaperTesting for Predictability
Quantile Journal, Vol. 1, pp. 39-42, 2006
Posted: 21 Oct 2006
Abstract
This essay contains a short survey of existing simple tests for predictability of various characteristics of stationary time series.
Note: Downloadable document is in Russian.
JEL Classification: C12, C22, C32
Suggested Citation: Suggested Citation
Anatolyev, Stanislav, Testing for Predictability. Quantile Journal, Vol. 1, pp. 39-42, 2006, Available at SSRN: https://ssrn.com/abstract=938073
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