The peso problem hypothesis and stock market returns (Q951490): Difference between revisions

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+Generalized autoregressive conditional heteroscedasticity
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+Filtering Returns for Unspecified Biases in Priors when Testing Asset Pricing Theory
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+Smart Money, Noise Trading and Stock Price Behaviour
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+Q4230831
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q4139359
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+A Model of Intertemporal Asset Prices Under Asymmetric Information
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+Publication:951490