Time-varying risk premia
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Publication:433135
DOI10.1016/j.jmateco.2010.12.010zbMath1242.91209MaRDI QIDQ433135
Publication date: 13 July 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2010.12.010
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
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