Mean-Variance Cointegration and the Expectations Hypothesis
Year of publication: |
2010-05-31
|
---|---|
Authors: | Strohsal, Till ; Weber, Enzo |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Universität Regensburg |
Subject: | Expectations Hypothesis | Holding Premium | Persistence | Cointegration | GARCH |
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