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The “out-of-sample” performance of long run risk models

✍ Scribed by Ferson, Wayne; Nallareddy, Suresh; Xie, Biqin

Book ID: 121323423
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 502 KB
Volume: 107
Category: Article
ISSN: 0304-405X
DOI: 10.1016/j.jfineco.2012.09.006

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