Estimating the risk-return trade-off with overlapping data inference
Esben Hedegaard, Robert J. Hodrick
| Year of publication: |
June 2016
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|---|---|
| Authors: | Hedegaard, Esben ; Hodrick, Robert J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 67.2016, p. 135-145
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| Subject: | Risk-return trade-off | Overlapping data inference | GARCH | Schätzung | Estimation | CAPM | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Stichprobenerhebung | Sampling | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Risiko | Risk | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2016.03.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634670