Components of market risk and return
John M. Maheu and Thomas H. McCurdy
| Year of publication: |
2007
|
|---|---|
| Authors: | Maheu, John M. ; McCurdy, Thomas H. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 4, p. 560-590
|
| Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Volatilität | Volatility | USA | United States | 1840-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003570729