Risk perception and equity returns : evidence from the SPX and VIX
Year of publication: |
2014
|
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Authors: | Gang, Jianhua ; Li, Xiang |
Published in: |
Bulletin of economic research. - Oxford : Wiley-Blackwell, ISSN 0307-3378, ZDB-ID 860069-7. - Vol. 66.2014, 1, p. 20-44
|
Subject: | conditional joint density | GARCH models | semi-nonparametric | SPX | VIX | Schätzung | Estimation | ARCH-Modell | ARCH model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
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