Long-Term Dependence and Least Squares Regression in Investment Analysis (Q3896836)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-Term Dependence and Least Squares Regression in Investment Analysis |
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Long-Term Dependence and Least Squares Regression in Investment Analysis (English)
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1980
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investment analysis
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least-squares estimators
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differencing interval
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systematic risk
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efficient portfolios
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Sharpe index model
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