Test for market timing using daily fund returns
Year of publication: |
2023
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Authors: | Jiang, Lei ; Liu, Weimin ; Peng, Liang |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 41.2023, 1, p. 184-196
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Subject: | ARMA-GARCH model | Heavy tails | Market timing | Mutual funds |
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