The derivation of the NPV variance of a risky capital investment project with first-order autoregressive cash flows and autoregressive conditional heteroscedastic variances

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Publisher： Routledge Ltd

E-ISSN： 1466-4283|47|12|1170-1186

ISSN： 1466-4283

Source： Applied Economics, Vol.47, Iss.12, 2015-03, pp. : 1170-1186

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