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Nonlinearity, data-snooping, and stock index ETF return predictability

✍ Scribed by Jian Yang; Juan Cabrera; Tao Wang

Book ID: 108118678
Publisher: Elsevier Science
Year: 2010
Tongue: English
Weight: 243 KB
Volume: 200
Category: Article
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2009.01.009

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