Nonlinearity, data-snooping, and stock index ETF return predictability (Q1042502): Difference between revisions

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+https://doi.org/10.1016/j.ejor.2009.01.009
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+W2092155530
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@@ Property / cites work @@
+Functional-Coefficient Regression Models for Nonlinear Time Series
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+Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
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+A Reality Check for Data Snooping
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