"Liquidity Risk and Asset Pricing: The Multivariate GARCH-in-Mean Application."

Luo Dengyue (2010)

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DOI: 10.1109/ICEE.2010.1304

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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Luo Dengyue:
Liquidity Risk and Asset Pricing: The Multivariate GARCH-in-Mean Application. ICEE 2010: 5203-5206

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