New test statistics for market timing with applications to emerging markets hedge funds
Year of publication: |
2005
|
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Authors: | Sancetta, Alessio ; Satchell, Stephen |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 5, p. 419-443
|
Subject: | Schwellenländer | Emerging economies | Prognoseverfahren | Forecasting model | Statistische Methode | Statistical method | Theorie | Theory |
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