New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence
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- Rustam Ibragimov & Jihyun Kim & Anton Skrobotov, 2020. "New robust inference for predictive regressions," Papers 2006.01191, arXiv.org, revised Mar 2023.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-06-22 (Econometrics)
- NEP-ETS-2020-06-22 (Econometric Time Series)
- NEP-ORE-2020-06-22 (Operations Research)
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