Predictability hidden by Anomalous Observations in Financial Data

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Author:  Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio
Date:  2024
Publisher:  Elsevier
Subject:   Predictive Regression; Stock Return Predictability; Bootstrap 
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  • Filename: 2024. Predictability hidden by Anomalous Observations in Financial Data.pdf
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