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person:"Stambaugh, Robert F."
subject:"Share price"
~isPartOf:"Journal of econometrics"
~person:"Luger, Richard"
~subject:"Time series analysis"
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Stambaugh, Robert F.
Luger, Richard
Phillips, Peter C. B.
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Journal of econometrics
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Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
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