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Estimating C-CAPM and the equity premium over the frequency domain - MaRDI portal

Estimating C-CAPM and the equity premium over the frequency domain (Q5881710)

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scientific article; zbMATH DE number 7662323
Language Label Description Also known as
English
Estimating C-CAPM and the equity premium over the frequency domain
scientific article; zbMATH DE number 7662323

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    Estimating C-CAPM and the equity premium over the frequency domain (English)
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    13 March 2023
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    C-CAPM
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    consumption risk
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    frequency domain
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    equity premium
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