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91
A stable CAPM in the presence of heavy-tailed distributions
Huschens, Stefan
;
Kim, Jeong-Ryeol
- In:
Measuring risk in complex stochastic systems
,
(pp. 175-188)
.
2000
Persistent link: https://www.econbiz.de/10001579732
Saved in:
92
Dynamic simultaneous equations and Johansen's ML estimator : some Monte Carlo Results
Hansen, Gerd
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
82
(
1998
)
2
,
pp. 133-148
Persistent link: https://www.econbiz.de/10001243574
Saved in:
93
The long-run stability of European money demand
Clausen, Volker
;
Kurz-Kim, Jeong-Ryeol
-
1998
Persistent link: https://www.econbiz.de/10000988985
Saved in:
94
Nonlinear error correction modeling in German interest rates
Brannolte, Cord
;
Hansen, Gerd
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001410606
Saved in:
95
The long-run stability of European money demand
Clausen, Volker
;
Kim, Jeong-Ryeol
-
1997
Persistent link: https://www.econbiz.de/10001410616
Saved in:
96
Blue for ß in CAPM with infinite variance
Huschens, Stefan
;
Kurz-Kim, Jeong-Ryeol
-
1999
Persistent link: https://www.econbiz.de/10001399219
Saved in:
97
Nonlinear error correction modeling in German interest rates
Brannolte, Cord
;
Hansen, Gerd
;
Kurz-Kim, Jeong-Ryeol
- In:
Jahrbücher für Nationalökonomie und Statistik
(
1999
)
3/4
,
pp. 271-283
Persistent link: https://www.econbiz.de/10001451366
Saved in:
98
The stability of German money demand : tests of the cointegration relation
Hansen, Gerd
- In:
Weltwirtschaftliches Archiv : Zeitschrift des Instituts …
131
(
1995
)
2
,
pp. 286-301
Persistent link: https://www.econbiz.de/10001182592
Saved in:
99
The Stable Long-Run CAPM and the Cross-Section of Expected Returns
Kim, Jeong-Ryeol
-
2016
Persistent link: https://www.econbiz.de/10012991283
Saved in:
100
The Stock Return-Inflation Puzzle and the Asymmetric Causality in Stock Returns, Inflation and Real Activity
Kim, Jeong-Ryeol
-
2016
Persistent link: https://www.econbiz.de/10012991384
Saved in:
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