Conditional equity risk premia and realized variance jump risk
Zhanglong Wang and Kent Wang; Zheyao Pan
| Year of publication: |
2015
|
|---|---|
| Authors: | Wang, Zhanglong ; Wang, Kent ; Pan, Zheyao |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 609380-2. - Vol. 40.2015, 2, p. 295-317
|
| Subject: | Conditional equity premia | HAR-J model | realized variance jump | stock return prediction | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Volatilität | Volatility | Varianzanalyse | Analysis of variance | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Börsenkurs | Share price | CAPM | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011342801