Efficiently predictive test with heavy-tailed innovations
碩士 === 國立中央大學 === 統計研究所 === 105 === The stock returns predictability is always a popular issue in the financial market, and the Bonferroni Q-test proposed by Campbell and Yogo (2006) has been a common and general method. But in recent years, the researcher in Phillips (2014) proposed that this metho...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/dbty63 |