Time-varying persistence in expected returns
Richard Priestley
| Year of publication: |
2001
|
|---|---|
| Authors: | Priestley, Richard |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 25.2001, 7, p. 1271-1286
|
| Subject: | Kapitaleinkommen | Capital income | Erwartungsbildung | Expectation formation | ARCH-Modell | ARCH model | CAPM | Welt | World | 1871-1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001586890