The scale of predictability

Published 2018 View Full Article

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Title
The scale of predictability
Authors
Keywords
Predictability, Frequency, Aggregation, Risk-return trade-off
Journal
JOURNAL OF ECONOMETRICS
Volume 208, Issue 1, Pages 120-140
Publisher
Elsevier BV
Online
2018-10-11
DOI
10.1016/j.jeconom.2018.09.008

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