A Model of Return Volatility with Application to Estimating Relative Risk Aversion
| Year of publication: |
1999
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|---|---|
| Authors: | Klock, Mark ; Phillips, Robert F. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 13.1999, 3, p. 249-260
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