The Present-Value Relation: Tests Based on Implied Variance Bounds (Q3923488)

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scientific article; zbMATH DE number 3736874
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    The Present-Value Relation: Tests Based on Implied Variance Bounds
    scientific article; zbMATH DE number 3736874

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      The Present-Value Relation: Tests Based on Implied Variance Bounds (English)
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      1981
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      variance bounds
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      asset price dispersion
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      large-sample tests
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      present- value analysis
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      aggregation error
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      market efficiency
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