Discount factor and conditional return volatility
Year of publication: |
2005
|
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Authors: | Poti, Valerio |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 1.2005, 6, p. 369-372
|
Subject: | Theorie | Theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Diskontierung | Discounting | CAPM | ARCH-Modell | ARCH model |
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