Nonlinearity, data-snooping, and stock index ETF return predictability
| Year of publication: |
2010
|
|---|---|
| Authors: | Dokuchaev, Nikolai |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 200.2010, 2 (16.1.), p. 498-508
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