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person:"Zhang, Lu"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of economic dynamics & control"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~person:"Prokopczuk, Marcel"
~person:"Subrahmanyam, Avanidhar"
~subject:"Risikoprämie"
~subject:"Theorie"
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Zhang, Lu
Andersen, Torben
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Journal of applied econometrics
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Working paper / National Bureau of Economic Research, Inc.
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Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.
;
Zeng, Qi
;
Zhang, Lu
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
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Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns
Andersen, Torben
;
Bollerslev, Tim
;
Frederiksen, Per
; …
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 233-261
Persistent link: https://www.econbiz.de/10008667607
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