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A perspective on recent methods on testing predictability of asset returns |
LIAO Xiao-sai$^1$ , CAI Zong-wu$^{2,1,*}$ , CHEN Hai-qiang$^{1}$ |
$^1$ The Wang Yanan Institute for Studies in Economics, MOE Key Laboratory of Econometrics (Xiamen University), Fujian Provincial Key Laboratory of Statistical Science, Xiamen University, Xiamen 361005, China.
$^2$ Department of Economics, University of Kansas, Lawrence, KS 66045, USA. |
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A perspective on recent methods on testing predictability of asset returns |
LIAO Xiao-sai$^1$ , CAI Zong-wu$^{2,1,*}$ , CHEN Hai-qiang$^{1}$ |
$^1$ The Wang Yanan Institute for Studies in Economics, MOE Key Laboratory of Econometrics (Xiamen University), Fujian Provincial Key Laboratory of Statistical Science, Xiamen University, Xiamen 361005, China.
$^2$ Department of Economics, University of Kansas, Lawrence, KS 66045, USA.
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