Time Series Analysis

Models_of_Stock_Market_Predictability

Efficient tests of stock return predictability

Hong_and_Zhao_JoE_2007_Can_the_random_walk_model_be_beaten_on_outofsample_density_forecasts_Evidence_from_tntraday_foreiggn_exchange_rates

Beating_the_ramdom_walk_A_performance_assessment_of_long_term_interest_rate_forecasts

顺序不一定对，都不大，都下载了也成，如果好的话，就请留个言，谢谢！

[此贴子已经被作者于2009-1-24 4:11:15编辑过]