Maximizing predictability in the stock and bond markets / Andrew W.Lo, A. Craig MacKinlay.
Material type: TextSeries: Working paper series (National Bureau of Economic Research) ; working paper no. 5027.Publication details: Cambridge, MA : National Bureau of Economic Research, 1995Description: 39, [25] p. : ill. ; 22 cmSubject(s): Stock price forecasting -- Econometric models | Rate of return -- Forecasting -- Econometric models | Bonds -- Econometric modelsLOC classification: HB1 | .N38 no. 5027Item type | Current library | Collection | Call number | Status | Date due | Barcode |
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Book | University of Macedonia Library Βιβλιοστάσιο Β (Stack Room B) | Research Papers | HB1.N38 no. 5027 (Browse shelf (Opens below)) | Available | 0013013352 |
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"February 1995."
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Includes bibliographical references (p. 35-39).
Research support from the Geewax-Terker Investments Research Fund, the MIT Laboratory for Financial Engineering, and the National Science Foundation grant no. SES-8821583.
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