The risk return relationship: evidence from index returns and realised variances (Q2338525)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risk return relationship: evidence from index returns and realised variances |
scientific article |
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The risk return relationship: evidence from index returns and realised variances (English)
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21 November 2019
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risk premium
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volatility feedback
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return predictability
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statistical balance
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normal variance-mean mixture
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realised variance model
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