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Home > Financial Markets Group > Research > Discussion Papers > 2000
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2000

The shape of the risk premium: evidence from a semiparametric GARCH model
|Linton, Oliver and Perron, Benoit (2000)
FMG Discussion Paper 514

Valuation and Martingale properties of shadow prices|
Foldes, Lucien (2000)
FMG Discussion Paper 342

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