Time-varying risk premia (Q433135)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Time-varying risk premia |
scientific article |
Statements
Time-varying risk premia (English)
0 references
13 July 2012
0 references
time-varying risk premia
0 references
stock return autocorrelation
0 references
efficient markets hypothesis
0 references