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Instability of return prediction models

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  • Paye, Bradley S.
  • Timmermann, Allan

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  • Paye, Bradley S. & Timmermann, Allan, 2006. "Instability of return prediction models," Journal of Empirical Finance, Elsevier, vol. 13(3), pages 274-315, June.
  • Handle: RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315
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