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Börsenkurs 1 CAPM 1 Equity premium puzzle 1 Equity-Premium-Puzzle 1 Estimation 1 Forward premium puzzle 1 Regression analysis 1 Regressionsanalyse 1 Risikoprämie 1 Risk premium 1 Schätzung 1 Share price 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 bivariate GARCH-M 1 conditional log-normality 1 return-based pricing kernel 1
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Costa, Carlos E. da 1 Jesus Filho, Jaime de 1 Matos, Paulo 1
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Applied economics 1
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Forward-premium puzzle : is it time to abandon the usual regression?
Costa, Carlos E. da; Jesus Filho, Jaime de; Matos, Paulo - In: Applied economics 48 (2016) 28/30, pp. 2852-2867
Persistent link: https://www.econbiz.de/10011594564
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