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20092020
most citedEstimators for Long Range Dependence: An Empirical Study

37 citations · 37 across the 2 of their papers we have counts for

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q-fin.PM2016

Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX

Hannah Cheng, Juan Zhan, William Rea +1

We report the results of fifteen sets of portfolio selection simulations using stocks in the ASX200 index for the period May 2000 to December 2013. We investigated five portfolio s…