Equity return predictability, time varying volatility and learning about the permanence of shocks
Daniel L. Tortorice
| Year of publication: |
2018
|
|---|---|
| Authors: | Tortorice, Daniel L. |
| Published in: |
Journal of economic behavior & organization : JEBO. - Amsterdam [u.a.] : Elsevier, ISSN 0167-2681, ZDB-ID 864321-0. - Vol. 148.2018, p. 315-343
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| Subject: | Consumption | Savings | Asset pricing | Learning | Expectations | Volatilität | Volatility | Schock | Shock | CAPM | Prognoseverfahren | Forecasting model | Sparen | Theorie | Theory | Börsenkurs | Share price | Lernprozess | Learning process | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jebo.2018.01.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011985992