The risk return relationship: evidence from index returns and realised variances (Q2338525)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The risk return relationship: evidence from index returns and realised variances |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The risk return relationship: evidence from index returns and realised variances |
scientific article |
Statements
The risk return relationship: evidence from index returns and realised variances (English)
0 references
21 November 2019
0 references
risk premium
0 references
volatility feedback
0 references
return predictability
0 references
statistical balance
0 references
normal variance-mean mixture
0 references
realised variance model
0 references
0 references
