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person:"Lakonishok, Josef"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~person:"Timmermann, Allan"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatility"
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Lakonishok, Josef
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Data-snooping, technical trading rule performance, and the bootstrap
Sullivan, Ryan
;
Timmermann, Allan
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White, Halbert
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1998
Persistent link: https://www.econbiz.de/10000994249
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The dangers of data-driven inference : the case of calendar effects in stock returns
Sullivan, Ryan
;
Timmermann, Allan
;
White, Halbert
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1998
Persistent link: https://www.econbiz.de/10000994251
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Market timing and return prediction under model instability
Pesaran, M. Hashem
;
Timmermann, Allan
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2002
Persistent link: https://www.econbiz.de/10001662209
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