Is the risk-return relation positive? : Further evidence from a stochastic volatility in mean approach
Year of publication: |
2006
|
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Authors: | Loudon, Geoffrey F. |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 13 (1.9.), p. 981-992
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Subject: | Risiko | Risk | Kapitaleinkommen | Capital income | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Entwicklungsländer | Developing countries | Industrieländer | Industrialized countries | 1995-2003 |
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