Empirical tests on the Hungarian stock market efficiency: economic value of stock return forecasts
This paper focuses on the Hungarian stock market efficiency by applying a customized version of the recursive modeling approach and the switching portfolio strategy employed by Pesaran and Timmermann (1995). I investigate whether this modeling technique could have been more profitable comparing to a...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2021
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| Texto completo: | http://hdl.handle.net/10362/49556 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/49556 |