Risk-neutral moments and return predictability : international evidence
Junyu Zhang, Xinfeng Ruan, Jin E. Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhang, Junyu ; Ruan, Xinfeng ; Zhang, Jin E. |
| Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 5, p. 1086-1111
|
| Subject: | financial integration | international return prediction | risk-neutral moments | Prognoseverfahren | Forecasting model | Welt | World | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/for.2926 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014338814