What is the expected return on the market? (Q4963086)
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scientific article; zbMATH DE number 6973666
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | What is the expected return on the market? |
scientific article; zbMATH DE number 6973666 |
Statements
What is the Expected Return on the Market?* (English)
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6 November 2018
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equity premium
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volatility index
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index option prices
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time-series average
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predictive regressions
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variance swaps
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0.7536247968673706
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0.7211388945579529
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0.7150305509567261
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0.7099694013595581
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0.7095940709114075
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