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Mathematical finance / Equity premium puzzle / VIX / Risk / Volatility / Variance risk premium / Implied volatility / Financial risk / Stochastic volatility / Modern portfolio theory


Ambiguity and Financial Uncertainty in a Real Business Cycle Model Hening Liu∗ Yuzhao Zhang†‡
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Document Date: 2015-06-29 05:06:14


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File Size: 464,28 KB

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