The Scale of Predictability
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Publisher
Elsevier BV
Reference31 articles.
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2. Selfsimilarity in Long Horizon Asset Returns;SSRN Electronic Journal;2018
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4. Robust Inference of Long-Horizon Predictability;SSRN Electronic Journal;2017
5. Component-wise Representations of Long-memory Models and Volatility Prediction;Journal of Financial Econometrics;2016-04-25
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