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Writer : Morovat، Sorena ؛ Corresponding Author : Baghfalaki، Afshin ؛
Journal:Advances in Mathematical Finance and Applications»Summer 2022, Volume 7 - Issue 3 Ranking الف (Ministry of Science/ISC (20 page(s) - From 695 to 714 )
Keywords:riskPanel Cointegrationfinancial assetspooled mean group methodCAPM equation