Volatility bounds, size, and real activity prediction

DOI10.1093/ROF/RFT003MaRDI QIDQ4554099zbMATH OpenOpenAlexFDO

Authors Belén Nieto, G. Rubio

Publication date 7 November 2018

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10045/33743

zbMATH Keywords

economic growth predictionfuture real activityHansen-Jagannathan volatilitysize-sorted portfolios

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Economic growth models (91B62)

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