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person:"Zhang, Lu"
~isPartOf:"Swiss Finance Institute Research Paper"
~person:"Ardison, Kym"
~person:"Harvey, Campbell R."
~subject:"Risk premium"
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Risk premium
Börsenkurs
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Capital income
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Capital market returns
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Kapitaleinkommen
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Kapitalmarktrendite
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Nichtparametrisches Verfahren
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Share price
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Tail Risk
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Zhang, Lu
Ardison, Kym
Harvey, Campbell R.
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Swiss Finance Institute Research Paper
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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NBER working paper series
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Working paper / National Bureau of Economic Research, Inc.
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The journal of finance : the journal of the American Finance Association
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Comments on: Nonparametric tail risk, stock returns and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
-
2016
Persistent link: https://www.econbiz.de/10011518800
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