On time-varying predictability of emerging stock market returns
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DOI: 10.1016/j.ememar.2016.02.005
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More about this item
Keywords
Emerging stock markets; Predictability; Local Hurst coefficients; Trend regressions;All these keywords.
JEL classification:
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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