确保 发表于 2025-3-30 10:20:44
Antonio Paolo Beltrami,Daniela Cesselli,Carlo Alberto Beltramianger (2005), and Perron and Qu (2007) argue that the high persistence close to unit root and long memory both in the first and the second moments may actually be caused by structural changes in the level or slope of an otherwise locally stationary process of the long-run volatility. Diebold and InoConclave 发表于 2025-3-30 14:18:59
Zipora Yablonka-Reuveni,Kenneth Dayanger (2005), and Perron and Qu (2007) argue that the high persistence close to unit root and long memory both in the first and the second moments may actually be caused by structural changes in the level or slope of an otherwise locally stationary process of the long-run volatility. Diebold and InoPAC 发表于 2025-3-30 17:13:32
Todd K. Rosengart,B. S. Muath Bishawianger (2005), and Perron and Qu (2007) argue that the high persistence close to unit root and long memory both in the first and the second moments may actually be caused by structural changes in the level or slope of an otherwise locally stationary process of the long-run volatility. Diebold and Ino讥笑 发表于 2025-3-30 22:06:23
Raymond L. Page,Christopher Malcuit,Tanja Dominkoin equity prices than the CRRA model. The smooth consumption puzzle is not as severe in the Australian context when the habit model is applied to this data set. However, the habit model still does not completely resolve the equity premium puzzle in an Australian context — stock volatility is still tfoppish 发表于 2025-3-31 03:41:31
Naama Zeevi-Levin,Joseph Itskovitz-Eldorin equity prices than the CRRA model. The smooth consumption puzzle is not as severe in the Australian context when the habit model is applied to this data set. However, the habit model still does not completely resolve the equity premium puzzle in an Australian context — stock volatility is still tDelirium 发表于 2025-3-31 08:19:37
Timothy J. Nelson,Andre Terzicin equity prices than the CRRA model. The smooth consumption puzzle is not as severe in the Australian context when the habit model is applied to this data set. However, the habit model still does not completely resolve the equity premium puzzle in an Australian context — stock volatility is still t愤怒历史 发表于 2025-3-31 12:58:10
in equity prices than the CRRA model. The smooth consumption puzzle is not as severe in the Australian context when the habit model is applied to this data set. However, the habit model still does not completely resolve the equity premium puzzle in an Australian context — stock volatility is still tanarchist 发表于 2025-3-31 13:41:59
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