Testing for predictability in conditionally heteroskedastic stock returns Westerlund, Joakim and Narayan, Paresh 2014, Testing for predictability in conditionally heteroskedastic stock returns, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic.. Attached Files Name Description MIMEType Size Downloads Title Testing for predictability in conditionally heteroskedastic stock returns Author(s) Westerlund, Joakim orcid.org/0000-0002-8030-5706 Narayan, Paresh orcid.org/0000-0001-7934-8146 Publication date 2014 Series School Working paper - [Financial Econometics Series] ; SWP 2014/01 Total pages 32 Publisher Deakin University, School of Accounting, Economics and Finance Place of publication Geelong, Vic. Keyword(s) Predictability FQGLS Conditional heteroskedasticity Subsampling Stock returns C12 Hypothesis Testing General Financial Markets RePEc:dkn:ecomet:fe_2014_01 Notes This working paper was later published in the journal 'Journal of Financial Econometrics' and is available online: http://www.dx.doi.org/10.1093/jjfinec/nbu001 Language eng HERDC Research category CN.1 Other journal article Related work DU:30073932 Copyright notice ©2014, The Authors Persistent URL http://hdl.handle.net/10536/DRO/DU:30105900 Document type: Report Collections: Faculty of Business and Law RePEc Working Papers Related Links Link Description Connect to published journal article Go to link with your DU access privileges     Link to Related Work Testing for predictability in conditionally heteroskedastic stock returns Journal Article (deposited 19-06-2015) Testing for predictability in conditionally heteroskedastic stock returns Report (deposited 17-01-2018)   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Tue, 16 Jan 2018, 15:26:47 EST Wed, 17 Jan 2018, 04:02:08 EST Wed, 17 Jan 2018, 07:38:16 EST Wed, 17 Jan 2018, 09:36:45 EST Mon, 27 Aug 2018, 16:48:16 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 94 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Tue, 16 Jan 2018, 15:26:47 EST

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