On the relation between the expected value and the volatility of the nominal excess return on stocks
Lawrence R. Glosten ; Ravi Jagannathan ; David E. Runkle
| Year of publication: |
1993
|
|---|---|
| Authors: | Glosten, Lawrence R. ; Jagannathan, Ravi ; Runkle, David E. |
| Publisher: |
Minneapolis |
| Subject: | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation |
| Extent: | 29 Bl |
|---|---|
| Series: | Staff report / Research Department, Federal Reserve Bank of Minneapolis. - Minneapolis, Minn., ZDB-ID 1286394-4. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000870606