Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models (Q3182651): Difference between revisions

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Latest revision as of 01:31, 2 July 2024

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Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models
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    Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models (English)
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    12 October 2009
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    risk-return relationship
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    risk premium
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    robust GMM estimation
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    GARCH-M model
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    additive outliers
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    finite-sample bias
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