Volatility bounds, size, and real activity prediction (Q4554099)
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scientific article; zbMATH DE number 6974811
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| English | Volatility bounds, size, and real activity prediction |
scientific article; zbMATH DE number 6974811 |
Statements
Volatility Bounds, Size, and Real Activity Prediction* (English)
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7 November 2018
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future real activity
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size-sorted portfolios
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Hansen-Jagannathan volatility
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economic growth prediction
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0.7141938805580139
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0.698860764503479
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0.6781789660453796
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0.6738607287406921
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0.6680135130882263
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