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~source:"econis"
~type_genre:"Graue Literatur"
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Real stock returns : non-normality, seasonality, and volatility peristence, but no predictability
Bidarkota, Prasad V.
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McCulloch, J. Huston
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1997
Persistent link: https://www.econbiz.de/10000980109
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A long-run risks model of asset pricing with fat tails
Wang, Zhiguang
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2008
Persistent link: https://www.econbiz.de/10003814891
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Signal extraction can generate volatility clusters from IID shocks
Bidarkota, Prasad V.
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2002
Persistent link: https://www.econbiz.de/10003113682
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