Correlations
Paul Ehling, Christian Heyerdahl-Larsen
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Ehling, Paul ; Heyerdahl-Larsen, Christian |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 63.2017, 6, p. 1919-1937
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| Subject: | dynamics of equity return correlations | heterogeneous risk aversion | volatility of aggregate risk aversion | volatility of turnover | Risikoaversion | Risk aversion | Volatilität | Volatility | Theorie | Theory | Korrelation | Correlation | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Risiko | Risk | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2015.2413 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011707351