A generalization of the non-parametric Henriksson-Merton test of market timing
Year of publication: |
1994
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Authors: | Pesaran, M.H. ; Timmermann, A.G. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 44.1994, 1-2, p. 1-8
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