The risk-return relationship and volatility feedback in South Africa : a comparative analysis of the parametric and nonparametric Bayesian approach
Nitesha Dwarika
| Year of publication: |
2023
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|---|---|
| Authors: | Dwarika, Nitesha |
| Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 7.2023, 1, p. 119-146
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| Subject: | risk-return relationship | volatility feedback | Bayesian approach | parametric model | infinite-mixture model | model free | higher moment properties | asymmetry | nonparametric model | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Südafrika | South Africa | Risiko | Risk | Schätzung | Estimation | Schätztheorie | Estimation theory | CAPM |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2023007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279147