Keywords: Block bootstrap
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Journal Articles
International Journal of Managerial Finance (2023) 19 (3): 583–614.
Published: 23 June 2022
... We examine the stock and bond timing performances of hybrid funds using (un)conditional multi-factor benchmark models with robust estimation inferences. We also rely on the block bootstrap method to account for cross-correlations in fund returns and to separate the effects of luck or sampling...

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