Volatility Bounds, Size, and Real Activity Prediction*

DOI10.1093/ROF/RFT003zbMATH Open1417.91474OpenAlexW1985375309MaRDI QIDQ4554099FDOQ4554099

G. Rubio, Belén Nieto

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)

This page was built for publication: Volatility Bounds, Size, and Real Activity Prediction*

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4554099)