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Cheng, Ai-ru Meg's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
288 |
Total
Citations
2 |
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1.
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Cheng, Ai-ru Meg University of California, Santa Cruz - Department of Economics Cheung, Yin-Wong City University of Hong Kong - Department of Economics & Finance
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Stochastic Volatility Model, Multiple Latent Factors, Model Comparison, Volatility Spillovers
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Cheng, Ai-ru Meg University of California, Santa Cruz - Department of Economics Kitsul, Yuriy Federal Reserve Board
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10 Apr 08
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Last Revised:
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20 Sep 10
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109
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no-arbitrage, pricing kernel, semi-nonparametric. non-parametric, GMM
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3.
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Cheng, Ai-ru Meg University of California, Santa Cruz - Department of Economics Jahan-Parvar, Mohammad R. Federal Reserve Board
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28 Dec 11
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Last Revised:
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26 Apr 13
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43
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Binormal distribution, Conditional variance, Conditional skewness, GARCH, Intertemporal CAPM, Mixed data sampling, Pacific basin equity markets, Risk-return trade-off
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