On the risk return relationship
Jianxin Wang; Minxian Yang
| Year of publication: |
2013
|
|---|---|
| Authors: | Wang, Jian-xin ; Yang, Minxian |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 21.2013, p. 132-141
|
| Subject: | Risk premium | Volatility feedback | GARCH-in-mean | Maximum likelihood | Mixture distributions | Time series | Risikoprämie | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Kanada | Canada | Frankreich | France | Deutschland | Germany | Italien | Italy | Japan | Großbritannien | United Kingdom | USA | United States |
| 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/10009745277