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mixed data sampling
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relation risque-rendement
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risk-return trade-off
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stimation avec mélange de fréquence de séries temporelles
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There is a Risk-Return Tradeoff After All
Ghysels, Eric
;
Santa-Clara, Pedro
;
Valkanov, Rossen
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2003
Mixed
Data
Sampling (or MIDAS) approach. Using MIDAS, we find that there is a significantly positive relation between risk …
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