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Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels

Fuente: arXiv

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Bibliographic Details
Main Author:	Roshka, Oleg
Format:	Preprint
Published:	2026
Subjects:	Econometrics Portfolio Management Statistical Finance 62M10, 62P20, 62P05, 62H25
Online Access:	Acceder al recurso
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