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20202025
most citedForecasting intraday financial time series with sieve bootstrapping and dynamic updating

2 citations · 2 across the 2 of their papers we have counts for

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stat.ME2025

Stock Return Prediction based on a Functional Capital Asset Pricing Model

Ufuk Beyaztas, Kaiying Ji, Han Lin Shang +1

The capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intrada…