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person:"Lakonishok, Josef"
~isPartOf:"DAE working paper"
~person:"Harvey, Campbell R."
~person:"Jiang, Wei"
~person:"Timmermann, Alan G."
~person:"Timmermann, Allan"
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The use of recursive model selection strategies in forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1994
Persistent link: https://www.econbiz.de/10000147745
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The statistical and economic significance of the predictability of excess returns of common stocks
Pesaran, M. Hashem
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Timmermann, Alan G.
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1990
Persistent link: https://www.econbiz.de/10000130935
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Forecasting stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1992
Persistent link: https://www.econbiz.de/10000137149
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4
A recursive modelling appoach to predicting UK stock returns
Pesaran, M. Hashem
;
Timmermann, Allan
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1996
Persistent link: https://www.econbiz.de/10000614563
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