Time variation in cash flows and discount rates
Year of publication: |
2023
|
---|---|
Authors: | Cenesizoglu, Tolga ; Ibrushi, Denada |
Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 5, p. 1557-1589
|
Subject: | conditional market variance | multivariate conditional variance models | forecasting | return decomposition | Prognoseverfahren | Forecasting model | Cash Flow | Cash flow | Kapitaleinkommen | Capital income | Theorie | Theory | Diskontierung | Discounting | ARCH-Modell | ARCH model | CAPM | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Varianzanalyse | Analysis of variance | Volatilität | Volatility |
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