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On the properties of the constrained Hansen–Jagannathan distance
Gospodinov, Nikolay, Kan, Raymond, Robotti, CesareVolume:
36
Language:
english
Journal:
Journal of Empirical Finance
DOI:
10.1016/j.jempfin.2015.10.001
Date:
March, 2016
File:
PDF, 708 KB
english, 2016