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 | |||
Property / zbMATH DE Number: 6055715 / rank | |||
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Property / zbMATH Keywords | |||
time-varying risk premia | |||
Property / zbMATH Keywords: time-varying risk premia / rank | |||
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Property / zbMATH Keywords | |||
stock return autocorrelation | |||
Property / zbMATH Keywords: stock return autocorrelation / rank | |||
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Property / zbMATH Keywords | |||
efficient markets hypothesis | |||
Property / zbMATH Keywords: efficient markets hypothesis / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
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 | |||
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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links / mardi / name | links / mardi / name | ||
Latest revision as of 11:50, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Time-varying risk premia |
scientific article |
Statements
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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