The conditional equity premium, cross-sectional returns and stochastic volatility
Ka Wai Terence Fung; Chi Keung Marco Lau; Kwok Ho Chan
| Year of publication: |
2014
|
|---|---|
| Authors: | Fung, Ka Wai Terence ; Lau, Chi Keung ; Chan, Kwok Ho |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 316-327
|
| Subject: | Financial economics | Macroeconomics and monetary economics | Equity premium puzzle | Fama-French model | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | CAPM | Volatilität | Volatility | Equity-Premium-Puzzle | Kapitalmarkttheorie | Schätzung | Estimation | Finanzmarkt | Financial market |
| 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/10010419068