Non-linear properties of conditional returns under scale mixtures (Q1019936): Difference between revisions
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Revision as of 00:36, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-linear properties of conditional returns under scale mixtures |
scientific article |
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Non-linear properties of conditional returns under scale mixtures (English)
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29 May 2009
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financial returns and APT
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scale mixtures
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regression equation
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conditional variance
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