Improved inference in regression with overlapping observations
Mark Britten-Jones, Anthony Neuberger and Ingmar Nolte
| Year of publication: |
2011
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|---|---|
| Authors: | Britten-Jones, Mark ; Neuberger, Anthony ; Nolte, Ingmar |
| Published in: |
Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 38.2011, 5/6, p. 657-683
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| Subject: | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009269472