Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (Q5939175)
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scientific article; zbMATH DE number 1625295
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| English | Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities |
scientific article; zbMATH DE number 1625295 |
Statements
Business cycle asymmetries in stock returns: evidence from higher order moments and conditional densities (English)
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19 November 2001
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density modeling
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mixtures of distributions
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business cycle risk
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Markov switching
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0.7605078220367432
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0.7321021556854248
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0.7316949963569641
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0.7256745100021362
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0.7247911691665649
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