Up- and downside variance risk premia in global equity markets
Matthias Held
| Year of publication: |
2015
|
|---|---|
| Authors: | Held, Matthias |
| Published in: |
Essays in finance. - Vallendar. - 2015, p. 25-43
|
| Subject: | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Streuungsmaß | Measure of dispersion | Risikoprämie | Risk premium | Theorie | Theory | Schätzung | Estimation | Aktienindex | Stock index | Welt | World | 2006-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011750065