Improved inference in regression with overlapping observations
Year of publication: |
2011
|
---|---|
Authors: | Britten-Jones, Mark ; Neuberger, Anthony ; Nolte, Ingmar |
Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 38.2011, 5/6, p. 657-683
|
Subject: | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
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