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~subject:"Taylor expansion"
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Taylor expansion
Prognoseverfahren
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predictability
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Engsted, Tom
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Pedersen, Thomas Q.
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Tanggaard, Carsten
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School of Economics and Management, University of Aarhus
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The log-linear return approximation, bubbles, and
predictability
Engsted, Tom
;
Pedersen, Thomas Q.
;
Tanggaard, Carsten
-
School of Economics and Management, University of Aarhus
-
2010
show that a bubble model in which expected returns are constant can explain the
predictability
of stock returns from the …
Persistent link: https://www.econbiz.de/10008462020
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