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Spurious Regressions in Financial Economics?

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year2002
VenueNational Bureau of Economic Research
Typepreprint
Citations45
DOI10.3386/w9143
OpenAlexW2891891754

Topics

Stock Market Forecasting MethodsSpurious relationshipEconometricsEconomicsMathematicsStatistics