[원서] Ferson W.E., Sarkissian S., Simin T.T. - Spurious Regressions in …
페이지 정보
작성일 19-11-02 12:16본문
Download : Ferson W E Sarkissian S Simin T T Spurious Regressions in Financial Economics (2003).pdf
순서
[원서] Ferson W.E., Sarkissian S., Simin T.T. - Spurious Regressions in Financial Economics (2003)
솔루션/기타
_pdf_01.gif)
_pdf_02.gif)
_pdf_03.gif)
_pdf_04.gif)
_pdf_05.gif)
_pdf_06.gif)
설명
THE JOURNAL OF FINANCE VOL. LVIII, NO. 4 AUGUST 2003
Spurious Regressions in Financial Economics
WAYNE E. FERSON, SERGEI SARKISSIAN, and TIMOTHY T. SIMIN n ABSTRACT Even though stock returns are not highly autocorrelated, there is a spurious regression bias in predictive regressions for stock returns related to the classic studies of Yule (1926) and Granger and Newbold (1974). Data mining for predictor variables interacts with spurious regression bias. The two e¡ects reinforce each other
THE JOURNAL OF FINANCE VOL. LVIII, NO. 4 AUGUST 2003
Spurious Regressions in Financial Economics
WAYNE E. FERSON, SERGEI SARKISSIAN, and TIMOTHY T. SIMIN n ABSTRACT Even though stock returns are not highly autocorrelated, there is a spurious regression bias in predictive regressions for stock returns related to the classic studies of Yule (…(To be continued )
Download : Ferson W E Sarkissian S Simin T T Spurious Regressions in Financial Economics (2003).pdf( 18 )
[원서] Ferson W.E., Sarkissian S., Simin T.T. - Spurious Regressions in Financial Economics (2003) , [원서] Ferson W.E., Sarkissian S., Simin T.T. - Spurious Regressions in Financial Economics (2003)기타솔루션 , 솔루션
솔루션,기타,솔루션
[원서] Ferson W.E., Sarkissian S., Simin T.T. - Spurious Regressions in Financial Economics (2003)
다.