Estimating the market risk premium using data from multiple markets
Year of publication: |
2015
|
---|---|
Authors: | Lally, Martin ; Randal, John |
Published in: |
The economic record : er. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0013-0249, ZDB-ID 203689-7. - Vol. 91.2015, 294, p. 324-337
|
Subject: | Risikoprämie | Risk premium | Marktrisiko | Market risk | Streuungsmaß | Measure of dispersion | Schätzung | Estimation |
-
Downside variance risk premium
Feunou, Bruno, (2015)
-
Downside Variance Risk Premium
Feunou, Bruno, (2017)
-
Up- and Downside Variance Risk Premia in Global Equity Markets
Held, Matthias, (2020)
- More ...
-
Non-Parametric Estimation of Historical Volatility
Randal, John, (2009)
-
Ground rental rates and ratchet clauses
Lally, Martin, (2004)
-
Non-parametric estimation of historical volatility
Randal, John, (2004)
- More ...