Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133)
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scientific article; zbMATH DE number 6918345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Horizon effect in the term structure of long-run risk-return trade-offs |
scientific article; zbMATH DE number 6918345 |
Statements
Horizon effect in the term structure of long-run risk-return trade-offs (English)
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15 August 2018
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horizon effect
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stock return predictability
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realized variance
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short-memory
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long-memory
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0.8662862
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0.85642254
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0.8456956
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0.8430107
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