Expected long-term rates of return when short-term returns are serially correlated
Knut Anton Mork, Haakon Andreas Trønnes
| Year of publication: |
2023
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|---|---|
| Authors: | Mork, Knut Anton ; Trønnes, Haakon Andreas |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 88.2023, p. 1-11
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| Subject: | Mean reversion | Purchasing power parity | Serially correlated rates of return | Withdrawal rules | Kapitaleinkommen | Capital income | Kaufkraftparität | Schätzung | Estimation | Mean Reversion | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102696 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462437