Capital asset pricing model and stochastic volatility : a case study of India
Year of publication: |
2016
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Authors: | Demir, Ender ; Fung, Ka Wai Terence ; Zhou, Lu |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 52.2016, 1/3, p. 52-65
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Subject: | asset pricing model | equity premium puzzle | stochastic volatility | CAPM | Volatilität | Volatility | Theorie | Theory | Indien | India | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Risikoprämie | Risk premium | Equity-Premium-Puzzle | Equity premium puzzle |
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