International asset prices : empirical evidence
Year of publication: |
2009-06-18
|
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Authors: | Leonardo Morales-Arias |
Subject: | Wirtschafts- und Sozialwissenschaftliche Fakultät | Faculty of Business | Economics and Social Sciences | international asset pricing | dynamic heterogeneous panels | forecasting | multifractality | long memory | identification through heteroskedasticity | cointegrated panels |
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