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Principal Components and the Long Run
Chen, Xiaohong
;
Hansen, Lars Peter
;
Jos´e A. Scheinkman
-
UCLA Department of Economics
-
2005
Persistent link: https://www.econbiz.de/10005359250
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Long-term Risk: An Operator Approach
Hansen, Lars Peter
;
Sheinkman, Jose A
-
UCLA Department of Economics
-
2007
Persistent link: https://www.econbiz.de/10005708396
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