DSpace at EWHA: Nonparametric testing for long-horizon predictability with persistent covariates

View : 819 Download: 0

Full metadata record

DC Field	Value	Language
dc.contributor.author	이진	-
dc.date.accessioned	2016-08-28T11:08:55Z	-
dc.date.available	2016-08-28T11:08:55Z	-
dc.date.issued	2013	-
dc.identifier.issn	1048-5252	-
dc.identifier.other	OAK-11260	-
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/227688	-
dc.description.abstract	long-horizon predictability; nonparametric estimator; sieve bootstrap	-
dc.language	English	-
dc.title	Nonparametric testing for long-horizon predictability with persistent covariates	-
dc.type	Article in Press	-
dc.relation.index	SCIE	-
dc.relation.index	SCOPUS	-
dc.relation.journaltitle	Journal of Nonparametric Statistics	-
dc.identifier.doi	10.1080/10485252.2013.870173	-
dc.identifier.wosid	WOS:000334160600009	-
dc.identifier.scopusid	2-s2.0-84891549282	-
dc.author.google	Lee J.	-
dc.contributor.scopusid	이진(55870664400)	-
dc.date.modifydate	20170605095856	-