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Forecasting stock returns under economic constraints
Pettenuzzo, Davide
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Timmermann, Allan
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Valkanov, Rossen I.
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2013
Persistent link: https://www.econbiz.de/10009734264
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A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
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Timmermann, Allan
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Valkanov, Rossen I.
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2014
Persistent link: https://www.econbiz.de/10010416812
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