A Generalisation of the Non-Parametric Henriksson-Merton Test of Market Timing
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Other versions of this item:
- Pesaran, M. Hashem & Timmermann, Allan G., 1994. "A generalization of the non-parametric Henriksson-Merton test of market timing," Economics Letters, Elsevier, vol. 44(1-2), pages 1-7.
References listed on IDEAS
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Keywordseconomic models ; econometrics ; trade;
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