Predicting Equity Risk Premium Using the Smooth Cross-Sectional Tail Risk : The Importance of Correlation
Year of publication: |
2018
|
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Authors: | Faias, José Afonso |
Other Persons: | Onyshchnenko, Pavel (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Schätzung | Estimation | Risiko | Risk | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 28, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2656171 [DOI] |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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