Testing for episodic predictability in stock returns (Q2116325): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2020.01.001 / rank
 
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Latest revision as of 09:22, 28 July 2024

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Testing for episodic predictability in stock returns
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    Testing for episodic predictability in stock returns (English)
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    16 March 2022
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    predictive regression
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    rolling and recursive IV estimation
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    persistence
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    endogeneity
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    conditional and unconditional heteroskedasticity
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