The value premium and time-varying volatility

Xiafei Li, Chris Brooks and Joe͏̈lle Miffre

Year of publication:	2009
Authors:	Li, Xiafei ; Brooks, Chris ; Miffre, Joëlle
Published in:	Journal of business finance & accounting : JBFA. - Hudson, NY : John Wiley & Sons Ltd, ISSN 0306-686X, ZDB-ID 192962-8. - Vol. 36.2009, 9/10, p. 1252-1272
Subject:	CAPM \| Kapitaleinkommen \| Capital income \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model

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