The risk–return tradeoff: A COGARCH analysis of Merton's hypothesis
| Year of publication: |
2011
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|---|---|
| Authors: | Müller, Gernot ; Durand, Robert B. ; Maller, Ross A. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 18.2011, 2, p. 306-321
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