USING OUT-OF-SAMPLE MEAN SQUARED PREDICTION ERRORS TO TEST THE MARTINGALE DIFFERENCE HYPOTHESIS
Year of publication: |
2005
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Authors: | Clark, Todd E. ; West, Kenneth D. |
Published in: |
Technical working paper / National Bureau of Economic Research. - Cambridge, Mass : NBER, ISSN 1073-2489, ZDB-ID 12272425. - 2005, 305
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