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Forecasting Stock Market Returns by Summing the Frequency-Decomposed Parts

Journal of Empirical Finance - Netherlands
doi 10.1016/j.jempfin.2017.11.009
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Abstract

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Categories
EconomicsFinanceEconometrics
Date

January 1, 2018

Authors
Gonçalo FariaFabio Verona
Publisher

Elsevier BV


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