Detrending Persistent Predictors
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Other versions of this item:
- Christophe Boucher & Bertrand Maillet, 2011. "Detrending Persistent Predictors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00587775, HAL.
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KeywordsForecasting; persistence; detrending; expected returns;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-30 (All new papers)
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