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Mathematical finance / Options / Technical analysis / Volatility / Stock market / Stochastic volatility / Equity premium puzzle


Multifrequency News and Stock Returns ∗ Laurent E. Calvet and Adlai J. Fisher This version: September 27, 2006 Abstract Aggregate stock prices are driven by shocks with persistence levels ranging from
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Document Date: 2009-01-27 08:14:59


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File Size: 1,15 MB

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