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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Working paper"
~language:"eng"
~person:"Lanne, Markku"
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Working paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku
;
Saikkonen, Pentti
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2005
Persistent link: https://www.econbiz.de/10002700275
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A skewed GARCH-in-Mean model : an application to US stock returns
Lanne, Markku
;
Saikkonen, Pentti
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2004
Persistent link: https://www.econbiz.de/10001943820
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Modeling the US short-term interest rate by mixture autoregressive processes
Lanne, Markku
;
Saikkonen, Pentti
- In:
Journal of financial econometrics : official journal of …
1
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2003
)
1
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pp. 96-125
Persistent link: https://www.econbiz.de/10002220969
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