Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles.
Year of publication: |
1996
|
---|---|
Authors: | Donaldson, R.G. ; Kamstra, M. |
Subject: | TESTS | FINANCIAL MARKET | STOCK MARKET | SHARES |
Type of publication: | Book / Working Paper |
---|---|
Notes: | 37 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; G12 - Asset Pricing ; N22 - U.S.; Canada: 1913- |
Source: |
-
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles.
Donaldson, R.G., (1996)
-
Tests of Alternative International Asset Pricing Models.
Vassalou, M., (1995)
-
Malhotra, Yogesh, (2022)
- More ...
-
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff.
Donaldson, R.G., (2001)
-
Forecasting Fundamental Asset Return Distributions and Tests for Excess Volatility and Bubbles.
Donaldson, R.G., (1996)
-
Volatility Forecasts, Trading Volume and the ARCH vs. Option-Implied Volatility Tradeoff.
Donaldson, R.G., (2001)
- More ...