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Spurious Regressions in Financial Economics?
Wayne E. Ferson, Sergei Sarkissian,
Timothy T. Simin
Year
2002
Venue
National Bureau of Economic Research
Type
preprint
Citations
45
DOI
10.3386/w9143
OpenAlex
W2891891754
Topics
Stock Market Forecasting Methods
Spurious relationship
Econometrics
Economics
Mathematics
Statistics