Nonlinearity, nonstationarity, and spurious forecasts (Q290934)

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Nonlinearity, nonstationarity, and spurious forecasts
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    Nonlinearity, nonstationarity, and spurious forecasts (English)
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    3 June 2016
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    forecasting
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    integrated time series
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    misspecified models
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    nonlinear transformations
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    stock returns
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