Regime switches in the risk-return trade-off
Eric Ghyselsa; Pierre Guérinc; Massimiliano Marcellino
| Year of publication: |
2014
|
|---|---|
| Authors: | Ghysels, Eric ; Guérin, Pierre ; Marcellino, Massimiliano |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 118-138
|
| Subject: | Risk-return trade-off | Markov-switching | MIDAS | Conditional variance | Risiko | Risk | Kapitaleinkommen | Capital income | CAPM | Schätzung | Estimation | Markov-Kette | Markov chain | Volatilität | Volatility | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| 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/10011285080