In-sample and out-of-sample properties of international stock return dynamics conditional on equilibrium pricing factors
| Year of publication: |
2009
|
|---|---|
| Authors: | Herwartz, Helmut ; Morales-Arias, Leonardo |
| Published in: |
The European journal of finance. - London : Routledge, ISSN 1351-847X, ZDB-ID 12824124. - Vol. 15.2009, 1-2, p. 1-28
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