CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS
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Publication:5059135
DOI10.1017/S0266466622000354OpenAlexW4289545190MaRDI QIDQ5059135
Rasmus T. Varneskov, Torben G. Andersen
Publication date: 23 December 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466622000354
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