Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549)

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scientific article; zbMATH DE number 7534739
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Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach
scientific article; zbMATH DE number 7534739

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    Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (English)
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    31 May 2022
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    forward rate unbiasedness
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    long memory
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    predictive regressions
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