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Essays on asset pricing

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  • Londono Yarce, J.M.

    (Tilburg University, School of Economics and Management)

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  • Londono Yarce, J.M., 2011. "Essays on asset pricing," Other publications TiSEM 744a2ac5-7ada-4fa8-a7aa-e, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:744a2ac5-7ada-4fa8-a7aa-e39f73002ee2
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    14. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
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    24. Pietro Veronesi & Tano Santos, 2004. "Conditional Betas," 2004 Meeting Papers 24, Society for Economic Dynamics.
    25. Engle, Robert, 2002. "Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 339-350, July.
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