Expected long-term rates of return when short-term returns are serially correlated
Year of publication: |
2023
|
---|---|
Authors: | Mork, Knut Anton ; Trønnes, Haakon Andreas |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 88.2023, p. 1-11
|
Subject: | Mean reversion | Purchasing power parity | Serially correlated rates of return | Withdrawal rules | Kaufkraftparität | Kapitaleinkommen | Capital income | Korrelation | Correlation | Schätzung | Estimation | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Erwartungsbildung | Expectation formation | Autokorrelation | Autocorrelation |
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