The information content of forward moments
Year of publication: |
2019
|
---|---|
Authors: | Andreou, Panayiotis C. ; Kagkadis, Anastasios ; Philip, Dennis ; Taamouti, Abderrahim |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 106.2019, p. 527-541
|
Subject: | Equity premium | Forward moments | Implied volatility surface | Partial least squares | Predictability of stock returns | Variance premium | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory |
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