Cross-sectional tests of deterministic volatility functions
| Year of publication: |
2002
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|---|---|
| Authors: | Brandt, Michael W. ; Wu, Tao |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 9.2002, 5, p. 525-550
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