Nonlinear risk (Q2783448)
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scientific article; zbMATH DE number 1730232
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonlinear risk |
scientific article; zbMATH DE number 1730232 |
Statements
16 April 2002
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expected excess return
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risk premia
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conditional variance
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dynamic factor
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Markov process
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Nonlinear risk (English)
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0.7426894903182983
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0.7360724806785583
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0.7154620289802551
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0.714996874332428
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0.7082511186599731
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