Financial Economics, Return Predictability and Market Efficiency
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Publisher
Springer New York
Link
http://link.springer.com/content/pdf/10.1007/978-1-4419-7701-4_20.pdf
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1. Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns;Journal of Financial Econometrics;2019-05-28
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