@article{McPherson2007,
title = {Are international stock returns predictable?: An examination of linear and non-linear predictability using generalized spectral tests},
author = {Matthew Q. McPherson and Joseph Palardy},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Dec},
number = {5},
pages = {452--464},
url = {http://www.sciencedirect.com/science/article/B6VGT-4K7FJFK-1/1/9c008b57ce42760398952196b15db64c},
volume = {17},
year = {2007},
keywords = {Generalized spectral tests }
}
::