Predictability hidden by Anomalous Observations in Financial Data
dc.contributor.author | Camponovo, Lorenzo | |
dc.contributor.author | Scaillet, Olivier | |
dc.contributor.author | Trojani, Fabio | |
dc.date.accessioned | 2024-07-23T03:31:07Z | |
dc.date.available | 2024-07-23T03:31:07Z | |
dc.date.issued | 2024 | |
dc.identifier.issn | 2452-3062 | |
dc.identifier.uri | https://thuvienso.hoasen.edu.vn/handle/123456789/15513 | |
dc.description.tableofcontents | Econometrics and Statistics. 2024; PP. 1-23 https://doi.org/10.1016/j.ecosta.2024.03.004 | vi |
dc.language.iso | en | vi |
dc.publisher | Elsevier | vi |
dc.subject | Predictive Regression | vi |
dc.subject | Stock Return Predictability | vi |
dc.subject | Bootstrap | vi |
dc.title | Predictability hidden by Anomalous Observations in Financial Data | vi |
dc.type | Article | vi |
Files in this item
This item appears in the following Collection(s)
-
Tài chính Ngân hàng [277]