Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (Q1934775)

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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
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    Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (English)
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    29 January 2013
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    GARCH-in-mean
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    component GARCH
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    risk
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    return
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    international stock market
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