A perspective on recent methods on testing predictability of asset returns
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Publication:1640689
DOI10.1007/s11766-018-3590-0zbMath1399.62145OpenAlexW2806572521MaRDI QIDQ1640689
Hai-Qiang Chen, Xiao-Sai Liao, Zong-Wu Cai
Publication date: 14 June 2018
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11766-018-3590-0
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric robustness (62G35)
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