Equity return predictability, time varying volatility and learning about the permanence of shocks
Daniel Tortorice
| Year of publication: |
2014
|
|---|---|
| Authors: | Tortorice, Daniel L. |
| Publisher: |
Waltham, Mass. : Brandeis Univ., Dep. of Economics |
| 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 |
| Extent: | Online-Ressource (36, [5] S.) graph. Darst. |
|---|---|
| Series: | Working papers / Brandeis University, Department of Economics and International Business School. - Waltham, Mass., ZDB-ID 2729889-9. - Vol. 70 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010505317