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An unobserved component model of asset pricing across financial markets

✍ Scribed by Adrian M. Cowan; Frederick L. Joutz


Book ID
116577235
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
387 KB
Volume
15
Category
Article
ISSN
1057-5219

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The Handbook Of Financial Time Series Gives An Up-to-date Overview Of The Field And Covers All Relevant Topics Both From A Statistical And An Econometrical Point Of View. There Are Many Fine Contributions, And A Preamble By Nobel Prize Winner Robert F. Engle.