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Details about Andres Algaba

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Workplace:Faculteit van de Economische, Sociale en Politieke Wetenschappen en Solvay Management School (Faculty of Economic, Social and Political Sciences and Solvay Management School), Vrije Universiteit Brussel (Brussels Free University), (more information at EDIRC)

Access statistics for papers by Andres Algaba.

Last updated 2020-07-25. Update your information in the RePEc Author Service.

Short-id: pal905


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Journal Articles

2020

  1. ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS
    Journal of Economic Surveys, 2020, 34, (3), 512-547 Downloads View citations (51)
  2. The variance implied conditional correlation
    The European Journal of Finance, 2020, 26, (2-3), 200-222 Downloads

2017

  1. Generalized financial ratios to predict the equity premium
    Economic Modelling, 2017, 66, (C), 244-257 Downloads View citations (3)
 
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