On the relationship between the conditional mean and volatility of stock returns : a latent VAR approach
Michael W. Brandt; Qiang Kang
| Year of publication: |
2004
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|---|---|
| Authors: | Brandt, Michael W. ; Kang, Qiang |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 72.2004, 2, p. 217-257
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Theorie | Theory | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002033561