Average Stock Variance and Market Returns : Evidence of Time-Varying Predictability at the Daily Frequency
Year of publication: |
2019
|
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Authors: | Chen, Huafeng (Jason) |
Other Persons: | Ortiz-Molina, Hernan (contributor) ; Zhang, Siliang (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Portfolio Management, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 7, 2010 erstellt Volltext nicht verfügbar |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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