Ambiguity and the historical equity premium
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Publication:4586365
DOI10.3982/QE708zbMath1396.91811OpenAlexW2886801540WikidataQ129442157 ScholiaQ129442157MaRDI QIDQ4586365
Jean-Marc Tallon, Fabrice Collard, Kevin Sheppard, Sujoy Mukerji
Publication date: 13 September 2018
Published in: Quantitative Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/qe708
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)
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