New testing approaches for mean-variance predictability (Q2658802): Difference between revisions
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Revision as of 00:23, 1 March 2024
scientific article
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English | New testing approaches for mean-variance predictability |
scientific article |
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New testing approaches for mean-variance predictability (English)
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24 March 2021
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financial forecasting
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moment tests
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misspecification
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robustness
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volatility
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