The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Jian Chen, Liya Shen, Xiaoke Wang and Haomiao Zuo
| Year of publication: |
2015
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|---|---|
| Authors: | Chen, Jian ; Chen, Liya ; Wang, Xiaoke ; Zuo, Haomiao |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 16/18, p. 1382-1388
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| Subject: | variance risk premium | out-of-sample prediction | stock return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Börsenkurs | Share price | Prognose | Forecast | Japan | Portfolio-Management | Portfolio selection |
| 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/10011380203