Risk perception and equity returns: evidence from the SPX and VIX (Q2870074)
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scientific article; zbMATH DE number 6247364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk perception and equity returns: evidence from the SPX and VIX |
scientific article; zbMATH DE number 6247364 |
Statements
17 January 2014
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conditional joint density
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GARCH models
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semi-nonparametric
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0.83076924
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0.8224101
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0.81184185
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0.8114201
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0.80675524
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Risk perception and equity returns: evidence from the SPX and VIX (English)
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