Time-varying risk premia (Q433135): Difference between revisions

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Property / Mathematics Subject Classification ID: 91G70 / rank
 
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Property / Mathematics Subject Classification ID: 91B30 / rank
 
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Property / Mathematics Subject Classification ID: 62P05 / rank
 
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Property / zbMATH DE Number: 6055715 / rank
 
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time-varying risk premia
Property / zbMATH Keywords: time-varying risk premia / rank
 
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stock return autocorrelation
Property / zbMATH Keywords: stock return autocorrelation / rank
 
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efficient markets hypothesis
Property / zbMATH Keywords: efficient markets hypothesis / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.jmateco.2010.12.010 / rank
 
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Property / OpenAlex ID: W2003600196 / rank
 
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Property / cites work: Q4230831 / rank
 
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Property / cites work: The Price Equilibrium Existence Problem in Topological Vector Lattices / rank
 
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Latest revision as of 11:50, 5 July 2024

scientific article
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Time-varying risk premia
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    Time-varying risk premia (English)
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    13 July 2012
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    time-varying risk premia
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    stock return autocorrelation
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    efficient markets hypothesis
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