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The impact of financial crises on the risk-return tradeoff and the leverage effect
Bent Jesper Christensen / Jie Zhu / Morten Ørregaard Nielsen
econometrics / garchResource overview

The impact of financial crises on the risk-return tradeoff and the leverage effect

Paper2012

by Bent Jesper Christensen, Jie Zhu, Morten Ørregaard Nielsen

Tags
econometricsgarchtime series

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