Persistence of ex-ante volatility and the cross-section of stock returns
Prodosh Simlai
| Year of publication: |
2014
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|---|---|
| Authors: | Simlai, Prodosh |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 33.2014, p. 253-261
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| Subject: | Value premium | Ex-ante volatility | Bivariate EGARCH model | Cross-sectional returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Kapitalmarktrendite | Capital market returns | ARCH-Modell | ARCH model | Schätzung | Estimation | Theorie | Theory | Querschnittsanalyse | Cross-section analysis |
| 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://ebvufind01.dmz1.zbw.eu/10010520455