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Improved inference in regression with overlapping observations
Britten-Jones, Mark
;
Neuberger, Anthony
;
Nolte, Ingmar
- In:
Journal of business finance & accounting : JBFA
38
(
2011
)
5/6
,
pp. 657-683
Persistent link: https://www.econbiz.de/10009269472
Saved in:
2
Improved Inference in Regression with Overlapping Observations
Britten‐Jones, Mark
;
Neuberger, Anthony
;
Nolte, Ingmar
- In:
Journal of business finance & accounting : JBFA
38
(
2011
)
5
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009175457
Saved in:
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