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International Asset Pricing and the Benefits from World Market Diversification

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Author

Publishing year

2002

Language

English

Publication/Series

Working Papers, Department of Economics. Lund University

Issue

1

Document type

Working paper

Publisher

Department of Economics, Lund University

Topic

  • Economics

Keywords

  • international asset pricing
  • portfolio diversification
  • asymmetric and non-diagonal multivariate GARCH
  • simulated annealing

Status

Published