Why Do Asset Prices Not Follow Random Walks?
Year of publication: |
2004
|
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Authors: | Franke, Günter ; Lüders, Erik |
Publisher: |
Konstanz : University of Konstanz, Center of Finance and Econometrics (CoFE) |
Subject: | Kapitalertrag | Börsenkurs | Prognoseverfahren | Wertpapieranalyse | Kapitalmarkttheorie | Risikoaversion | Stochastischer Prozess | Autokorrelation | Theorie | Pricing Kernel | Viable asset price processes | Serial correlation | Heteroskedasticity | Stock market crashes |
Series: | CoFE Discussion Paper ; 04/05 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 477676480 [GVK] hdl:10419/23567 [Handle] RePEc:zbw:cofedp:0405 [RePEc] |
Classification: | G12 - Asset Pricing |
Source: |
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