The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Year of publication: |
2015
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Authors: | Chen, Jian ; Chen, Liya ; Wang, Xiaoke ; Zuo, Haomiao |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 22.2015, 16/18, p. 1382-1388
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Subject: | variance risk premium | out-of-sample prediction | stock return predictability | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation |
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