Expected stock market returns and volatility : three decades later
Year of publication: |
2023
|
---|---|
Authors: | Kassa, Haimanot ; Wang, Feifei ; Yan, Xuemin Sterling |
Published in: |
Critical finance review. - Hanover, MA : now Publishers Inc., ISSN 2164-5744, ZDB-ID 3140465-0. - Vol. 12.2023, 1/4, p. 271-307
|
Subject: | Expected market return | Volatility | Risk-return tradeoff | EGARCH | Schätzung | Estimation | Volatilität | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Erwartungsbildung | Expectation formation | ARCH-Modell | ARCH model | CAPM | Risiko | Risk |
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