The "Out of Sample" Performance of Long-run Risk Models
Wayne Ferson
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Suresh Nallareddy
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Biqin Xie
2013 ◽
Vol 107
(3)
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pp. 537-556
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Wayne Ferson
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Suresh Nallareddy
◽
Biqin Xie
Wayne E. Ferson
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Suresh Nallareddy
◽
Biqin Xie
Wayne E. Ferson
◽
Suresh Nallareddy
◽
Biqin Xie
Wayne E. Ferson
◽
Suresh Nallareddy
◽
Biqin Xie
Andras Fulop
◽
Jeremy Heng
◽
Junye Li
◽
Hening Liu
2018 ◽
Vol 86
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pp. 95-122
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Nicole Branger
◽
Paulo Rodrigues
◽
Christian Schlag
Nicole Branger
◽
Paulo Rodrigues
◽
Christian Schlag
Stefano d'Addona
◽
Ilaria Musumeci
Nicole Branger
◽
Paulo Rodrigues
◽
Christian Schlag
Nicole Branger
◽
Ioana Dumitrescu
◽
Vesela Ivanova
◽
Christian Schlag