Mean-variance cointegration and the expectations hypothesis (Q5247279)
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scientific article; zbMATH DE number 6429543
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance cointegration and the expectations hypothesis |
scientific article; zbMATH DE number 6429543 |
Statements
Mean-variance cointegration and the expectations hypothesis (English)
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23 April 2015
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cointegration
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GARCH
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persistence
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expectations hypothesis
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holding premium
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