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Predictive regressions : a reduced-bias estimation method
Amihud, Yakov; Hurvich, Clifford M. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 4, pp. 813-841
Persistent link: https://www.econbiz.de/10002494982
Cover Image
Predictive Regressions: A Reduced-Bias Estimation Method
Amihud, Yakov; Hurvich, Clifford M. - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 4, pp. 813-842
Persistent link: https://www.econbiz.de/10006692506