Market states and the risk-return tradeoff
Zijun Wang, M. Moosa Khan
| Year of publication: |
August 2017
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| Authors: | Wang, Zijun ; Khan, M. M. Moosa |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 65.2017, p. 314-327
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| Subject: | Risk-return tradeoff | Time variation | Market states | Mixed data sampling | Kapitaleinkommen | Capital income | Risiko | Risk | Aktienmarkt | Stock market | Schätzung | Estimation | Risiko-Ertrags-Verhältnis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2016.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011792498