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~isPartOf:"Applied economics"
~isPartOf:"Finance research letters"
~person:"Chen, Fang"
~person:"Kim, Jae H."
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Chen, Fang
Kim, Jae H.
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A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
2
A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth
;
Chen, Fang
- In:
Finance research letters
25
(
2018
),
pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
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3
Automatic variance ratio test under conditional heteroskedasticity
Kim, Jae H.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003888018
Saved in:
4
Investigating the advertising-sales relationship in the Lydia Pinkham data : a bootstrap approach
Kim, Jae H.
- In:
Applied economics
37
(
2005
)
3
,
pp. 347-354
Persistent link: https://www.econbiz.de/10002547828
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