Macrofactor Conditional Volatilities, Time-Varying Risk Premia, and Stock Return Behavior
| Year of publication: |
1996
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|---|---|
| Authors: | Koutoulas, George ; Kryzanowski, Lawrence |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 31.1996, 1, p. 169-196
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