Pages that link to "Item:Q1695664"
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The following pages link to Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return (Q1695664):
Displaying 4 items.
- Volatility puzzles: a simple framework for gauging return-volatility regressions (Q292008) (← links)
- A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX (Q2292748) (← links)
- Prediction of index futures returns and the analysis of financial spillovers-A comparison between GARCH and the grey theorem (Q2426549) (← links)
- Volatility Forecasts and Value at Risk Evaluation for the MSCI North America Index (Q5445878) (← links)
