TESTING FOR MARKET TIMING ABILITY - A FRAMEWORK FOR FORECAST EVALUATION

被引：115
作者：
CUMBY, RE
MODEST, DM
机构：
[1] COLUMBIA UNIV,NEW YORK,NY 10027
[2] UNIV CALIF BERKELEY,BERKELEY,CA 94720
来源：
JOURNAL OF FINANCIAL ECONOMICS | 1987年 / 19卷 / 01期
关键词：
D O I：
10.1016/0304-405X(87)90033-X
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：169 / 189
页数：21
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