Limited information-processing capacity and asymmetric stock correlations (Q4683041)
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scientific article; zbMATH DE number 6939246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limited information-processing capacity and asymmetric stock correlations |
scientific article; zbMATH DE number 6939246 |
Statements
Limited information-processing capacity and asymmetric stock correlations (English)
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19 September 2018
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realized correlations
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variance risk premia
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orthogonalized impulse-responses
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attention allocation
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