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Consumption Asset Pricing with Stable Shocks: Exploring a Solution and Its Implications for the Equity Premium Puzzle
Bidarkota, Prasad V., (2001)
Signal Extraction can Generate Volatility Clusters
McCulloch, J. Huston, (2003)
Learning about Stock Volatility: The Local Scale Model with Homoskedastic Innovations
McCulloch, J. Huston, (2006)