Predicting risk premium under changes in the conditional distribution of stock returns
João Sousa, Ricardo M. Sousa
| Year of publication: |
September 2017
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|---|---|
| Authors: | Sousa, João ; Sousa, Ricardo M. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 50.2017, p. 204-218
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| Subject: | Stock returns | Conditional distribution | Quantile regression | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2017.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896275