The conditional equity premium, cross-sectional returns and stochastic volatility
Year of publication: |
2014
|
---|---|
Authors: | Fung, Ka Wai Terence ; Lau, Chi Keung ; Chan, Kwok Ho |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 316-327
|
Subject: | Financial economics | Macroeconomics and monetary economics | Equity premium puzzle | Fama-French model | CAPM | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Volatilität | Volatility | Equity-Premium-Puzzle | Finanzmarkt | Financial market | Kapitalmarkttheorie |
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