A rational expectations consistent measure of risk : using financial market data from a middle income context
Year of publication: |
2010
|
---|---|
Authors: | Fedderke, Johannes W. ; Pillay, Neryvia |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 72.2010, 6, p. 769-793
|
Subject: | Finanzmarkt | Financial market | Kapitalanlage | Financial investment | Risiko | Risk | Messung | Measurement | Rationale Erwartung | Rational expectations | Südafrika | South Africa | 1981-2006 |
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