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~isPartOf:"Computational economics"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper"
~subject:"Autokorrelation"
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A non-parametric test and predictive model for signed path dependence
Dias, Fabio S.
;
Peters, Gareth
- In:
Computational economics
56
(
2020
)
2
,
pp. 461-498
Persistent link: https://www.econbiz.de/10012272043
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2
Using extraneous information and GMM to estimate threshold parameters in TAR models
Kapetanios, George
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001868138
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3
Momentum and autocorrelation in stock returns
Lewellen, Jonathan
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 533-563
Persistent link: https://www.econbiz.de/10001688841
Saved in:
4
Discussion of "Momentum and autocorrelation in stock returns"
Chen, Joseph
;
Hong, Harrison G.
- In:
The review of financial studies
15
(
2002
)
2
,
pp. 565-573
Persistent link: https://www.econbiz.de/10001688856
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