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Spurious Regression and Data Mining in Conditional Asset Pricing Models

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year2010
VenueSpringer eBooks
Typebook-chapter
Citations4
DOI10.1007/978-0-387-77117-5_69
OpenAlexW193986910

Topics

Financial Markets and Investment StrategiesSpurious relationshipEconometricsCapital asset pricing modelAutocorrelationStock (firearms)