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Mathematical finance / Finance / Money / Applied mathematics / Volatility / Stochastic volatility / Beta / Capital asset pricing model


Structural Dynamic Analysis of Systematic Risk Laurent Calvet, Veronika Czellar and Christian Gouri´ eroux∗ First version: August 2014 This version: December 27, 2015
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Document Date: 2016-07-08 00:16:55


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File Size: 2,63 MB

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