Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances
Year of publication: |
2014
|
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Authors: | Hedegaard, Esben |
Other Persons: | Hodrick, Robert J. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Risiko | Risk | CAPM | Schätzung | Estimation | Varianzanalyse | Analysis of variance | Kapitalmarktrendite | Capital market returns | Öffentliche Anleihe | Public bond | Intertemporale Entscheidung | Intertemporal choice | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (58 p) |
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Series: | Netspar Discussion Paper ; No. 06/2014-022 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 8, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2460805 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Measuring the Risk-Return Tradeoff with Time-Varying Conditional Covariances
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