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Estimating the Conditional CAPM Estimating the Conditional CAPM

Estimating the Conditional CAPM - PowerPoint Presentation

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Uploaded On 2018-02-17

Estimating the Conditional CAPM - PPT Presentation

with Overlapping Data Inference Esben Hedegaard and Bob Hodrick Arizona State Univ Columbia and NBER ID: 632461

data conditional odin errors conditional data errors odin standard capm conditions midas models model estimates individual overlapping daily garch

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