The Shape of the Risk Premium: Evidence From a Semiparametric Generalized Autoregressive Conditional Heteroscedasticity Model
Year of publication: |
2003
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Authors: | Linton, Oliver ; Perron, Benoit |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 21.2003, 3, p. 354-367
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