Working Paper

Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions

Author(s)

Torben Gustav Andersen

Rasmus Varneskov

Date Published: 2020
Citations: Andersen, Torben Gustav, Rasmus Varneskov. 2020. Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions.
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