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Long-Term Equity Anticipation Securities and Stock Market Volatility Dynamics

Journal of Econometrics - Netherlands
doi 10.1016/s0304-4076(98)00086-4
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Abstract

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Categories
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
Date

September 1, 1999

Authors
Tim BollerslevHans Ole Mikkelsen
Publisher

Elsevier BV


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