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A Dynamic Asset Pricing Model with Time-Varying Factor and Idiosyncratic Risk 具有时变因素和特殊风险的动态资产定价模型
OUP: Journal of Financial Econometrics Pub Date : 2009-04-13 DOI: 10.1093/JJFINEC/NBP006
Paskalis Glabadanidis
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引用次数: 8
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