Testing for predictability in conditionally heteroskedastic stock returns
Westerlund, Joakim and Narayan, Paresh 2014, Testing for predictability in conditionally heteroskedastic stock returns, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..
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Testing for predictability in conditionally heteroskedastic stock returns
This working paper was later published in the journal 'Journal of Financial Econometrics' and is available online: http://www.dx.doi.org/10.1093/jjfinec/nbu001
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