Assets Returns Volatility and Investment Horizon: The French Case
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- Frédérique Bec & Christian Gollier, 2008. "Assets returns volatility and investment horizon: The French case," THEMA Working Papers 2008-10, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Bec, Frédérique & Gollier, Christian, 2006. "Assets Returns Volatility and Investment Horizon: The French Case," IDEI Working Papers 467, Institut d'Économie Industrielle (IDEI), Toulouse, revised 30 Nov 2008.
References listed on IDEAS
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More about this item
Keywordsasset return predictability; investment horizon; vector autoregression;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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