Predicting standardized absolute returns using rolling-sample textual modelling
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DOI: 10.1371/journal.pone.0260132
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References listed on IDEAS
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- Stephen G. Hall & George S. Tavlas & Yongli Wang & Deborah Gefang, 2024. "Inflation forecasting with rolling windows: An appraisal," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(4), pages 827-851, July.
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