The risk return relationship: evidence from index returns and realised variances (Q2338525)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7134744
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The risk return relationship: evidence from index returns and realised variances |
scientific article; zbMATH DE number 7134744 |
Statements
The risk return relationship: evidence from index returns and realised variances (English)
0 references
21 November 2019
0 references
risk premium
0 references
volatility feedback
0 references
return predictability
0 references
statistical balance
0 references
normal variance-mean mixture
0 references
realised variance model
0 references
0 references
0.7518868446350098
0 references
0.7350658178329468
0 references
0.7161033153533936
0 references
0.7157759666442871
0 references
0.7095292806625366
0 references
