The risk-return relation and VIX: evidence from the S&P 500
Angelos Kanas
| Year of publication: |
2013
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|---|---|
| Authors: | Kanas, Angelos |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 44.2013, 3, p. 1291-1314
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| Subject: | Börsenkurs | Share price | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätzung | Estimation | USA | United States | 1986-2008 |
| 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/10009749483