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Financial Internet Quarterly
Volume 12 (2016): Issue 2 (June 2016)
Open Access
Cross-Sectional Returns with Volatility Regimes from a Diverse Portfolio of Emerging and Developed Equity Indices
Paweł Sakowski
Paweł Sakowski
,
Robert Ślepaczuk
Robert Ślepaczuk
and
Mateusz Wywiał
Mateusz Wywiał
| Feb 09, 2017
Financial Internet Quarterly
Volume 12 (2016): Issue 2 (June 2016)
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Published Online:
Feb 09, 2017
Page range:
23 - 35
Received:
Oct 01, 2015
Accepted:
Sep 27, 2016
DOI:
https://doi.org/10.1515/fiqf-2016-0141
Keywords
cross-sectional models
,
asset pricing models
,
equity risk premiums
,
emerging and developed equity indices
,
data overfitting and model risk
© 2017
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.