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On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills

Authors: Roy Henriksson, Robert C. Merton - The Journal of Business 1981 cited by 1,341

Roy D. Henriksson, Robert C. Merton, On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills, The Journal of Business, Vol. 54, No. 4 (Oct., 1981), pp. 513-533

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