Variance risk premia, asset predictability puzzles, and macroeconomic uncertainty
Year of publication: |
2018
|
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Authors: | Zhou, Hao |
Published in: |
Annual review of financial economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1367, ZDB-ID 2533628-9. - Vol. 10.2018, p. 481-497
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Subject: | Schätzung | Estimation | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Theorie | Theory | Volatilität | Volatility |
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