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~person:"Sizova, Natalia"
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Sizova, Natalia
Hoffmann, Mathias
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Bhardwaj, Geetesh
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Gupta, Rangan
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Maynard, Alex
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Aye, Goodness C.
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Balcilar, Mehmet
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A frequency-domain alternative to
long-horizon
regressions with application to return predictability
Sizova, Natalia
- In:
Journal of Empirical Finance
28
(
2014
)
C
,
pp. 261-272
returns.
Long-horizon
regressions have previously been the dominant approach in this area. We suggest an alternative method …
Persistent link: https://www.econbiz.de/10010939524
Saved in:
2
A frequency-domain alternative to
long-horizon
regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
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