Building Proxies That Capture Timevariation in Expected Returns Using a Var Approach

AuthID
P-007-X8E
1
Author(s)
Document Type
Article
Year published
2011
Published
in Applied Financial Economics, ISSN: 0960-3107
Volume: 21, Issue: 3, Pages: 147-163
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Publication Identifiers
Scopus: 2-s2.0-79251578698
Source Identifiers
ISSN: 0960-3107
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