Why Are Asset Returns Predictable?
Year of publication: |
2002
|
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Authors: | Lüders, Erik |
Publisher: |
Mannheim : Zentrum für Europäische Wirtschaftsforschung (ZEW) |
Subject: | Kapitalertrag | Börsenkurs | Prognoseverfahren | Wertpapieranalyse | Kapitalmarkttheorie | Risikoaversion | Stochastischer Prozeß | Autokorrelation | Theorie | Pricing kernel | Diffusion processes | Stationarity | Predictability of asset returns | Autocorrelation |
Series: | ZEW Discussion Papers ; 02-48 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 355182106 [GVK] hdl:10419/24637 [Handle] RePEc:zbw:zewdip:670 [RePEc] |
Classification: | G12 - Asset Pricing |
Source: |
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