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subject:"Volatility"
~institution:"Boston College / Department of Economics"
~institution:"Centre for Analytical Finance <Århus>"
~person:"Raahauge, Peter"
~subject:"United States"
~type_genre:"Arbeitspapier"
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Volatility
United States
1871-2000
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CAPM
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Estimation
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Raahauge, Peter
Baum, Christopher F.
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Christensen, Bent Jesper
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Boston College / Department of Economics
Centre for Analytical Finance <Århus>
Institut for Finansiering <Frederiksberg>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Latent utility shocks in a structural empirical asset pricing model
Christensen, Bent Jesper
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507048
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