A reexamination of stock return predictability (Q5964757)
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scientific article; zbMATH DE number 6547761
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A reexamination of stock return predictability |
scientific article; zbMATH DE number 6547761 |
Statements
A reexamination of stock return predictability (English)
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1 March 2016
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predictive regression
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time change
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Cauchy estimator
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nonstationarity
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stochastic volatility
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