Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks
Year of publication: |
2014
|
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Authors: | Tortorice, Daniel L. |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schock | Shock | Kapitaleinkommen | Capital income | Konjunktur | Business cycle | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 12, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2436019 [DOI] |
Classification: | D83 - Search, Learning, Information and Knowledge ; D84 - Expectations; Speculations ; E21 - Consumption; Saving ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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