Pitfalls in VAR based return decompositions: A...

Journal of Banking & Finance 2012 Vol. 36; Iss. 5

Pitfalls in VAR based return decompositions: A clarification

Tom Engsted, Thomas Q. Pedersen, Carsten Tanggaard
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Volume:
36
Year:
2012
Language:
english
DOI:
10.1016/j.jbankfin.2011.11.004
File:
PDF, 259 KB
english, 2012
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