On the Relationship between the Conditional Mean and Volatility of Stock Returns : A Latent VAR Approach
Year of publication: |
[2002]
|
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Authors: | Kang, Qiang |
Other Persons: | Brandt, Michael W. (contributor) |
Publisher: |
[2002]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Theorie | Theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (51 p) |
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Series: | NBER Working Paper ; No. w9056 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2002 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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