Janis Becker

Leibniz Universität Hannover

Schneiderberg 50

Hannover, 30167

Germany

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The Memory of Beta

Number of pages: 58 Posted: 01 Jan 2020
Leibniz Universität Hannover, Leibniz University Hannover - School of Economics and Management, Leibniz Universität Hannover - Faculty of Economics and Management and University of Hannover
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Abstract:

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Long memory, beta, persistence, forecasting, predictability