Time-varying uncertainty and variance risk premium
Year of publication: |
2021
|
---|---|
Authors: | Ruan, Xinfeng ; Zhang, Jin E. |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 69.2021, p. 1-13
|
Subject: | AK production model | Asset pricing | Time-varying uncertainty | Variance risk premium | Risikoprämie | Risk premium | Risiko | Risk | CAPM | Börsenkurs | Share price | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Theorie | Theory |
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