Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return (Q1695664)
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scientific article; zbMATH DE number 6835910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return |
scientific article; zbMATH DE number 6835910 |
Statements
Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return (English)
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7 February 2018
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FIEGARCH
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financial leverage
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GARCH
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long memory
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risk-return tradeoff
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stock returns
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volatility feedback
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