Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach - Research - Aarhus University

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Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach

Research output: Working paper › Research

Tom Engsted
H. E. Mammen, Denmark
Carsten Tanggaard

Department of Business Studies
Finance Research Group

Translated title of the contribution	Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach
Original language	English
Publication status	Published - 2000

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ID: 32301419