A reexamination of the equity-premium puzzle : a robust non-parametric approach
Year of publication: |
2006
|
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Authors: | Lim, Guay C. ; Maasoumi, Esfandiar ; Martin, Vance |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 17.2006, 2, p. 173-189
|
Subject: | Risikoprämie | Risk premium | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics |
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