Long-run regression : theory and application to U.S. asset markets
Year of publication: |
17 Oct. 2004 ; [Elektronische Resource]
|
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Other Persons: | Strunk Hansen, Charlotte (contributor) ; Tuypens, Bjorn E. (contributor) |
Institutions: | Centre for Analytical Finance <Århus> (contributor) |
Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
Subject: | Wertpapierhandel | Securities trading | Prognose | Forecast | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | USA | United States | Kleinste-Quadrate-Methode | Least squares method |
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