Block bootstrap methods and the choice of stocks for the long run
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697688.2012.713115
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1. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
2. Risk, diversification, and the investment horizon
3. The Econometrics of Financial Markets
4. Are Output Fluctuations Transitory?
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