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A generalization of the non-parametric Henriksson-Merton test of market timing

✍ Scribed by M.Hashem Pesaran; Allan G. Timmermann

Book ID: 116101575
Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 477 KB
Volume: 44
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(93)00284-u

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