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accessRights:"restricted"
subject:"Bootstrap approach"
~isPartOf:"Finance research letters"
~person:"Fletcher, Jonathan"
~person:"Oh, Jong-Min"
~person:"Reh, Laura"
~person:"Rudkin, Wanling"
~source:"econis"
~subject:"Capital income"
~subject:"Zeitreihenanalyse"
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Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
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2
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
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3
Model comparison tests of linear factor models in U.K. stock returns
Fletcher, Jonathan
- In:
Finance research letters
28
(
2019
),
pp. 281-291
Persistent link: https://www.econbiz.de/10012388326
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