Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models (Q3182651)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models |
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Risk–return relationship in equity markets: using a robust GMM estimator for GARCH-M models (English)
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12 October 2009
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risk-return relationship
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risk premium
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robust GMM estimation
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GARCH-M model
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additive outliers
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finite-sample bias
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