Nonlinear and time-varying risk premia
Chaoqun Ma, Xianhua Mi, Zongwu Cai
| Year of publication: |
2020
|
|---|---|
| Authors: | Ma, Chaoqun ; Mi, Xianhua ; Cai, Zongwu |
| Published in: |
China economic review : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 1043-951X, ZDB-ID 1117248-4. - Vol. 62.2020, p. 1-30
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| Subject: | Endogeneity | High-frequency data | Nonlinearity | Nonparametric | Partially varying coefficient | Realized volatility | Risk premium | Volatilität | Volatility | Risikoprämie | Theorie | Theory | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Kapitaleinkommen | Capital income | Welt | World | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.chieco.2020.101467 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012607208