Building proxies that capture time-variation in expected returns using a VAR approach
| Year of publication: |
2011
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|---|---|
| Authors: | Sousa, Ricardo |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 3, p. 147-164
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