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subject:"USA"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Bansal, Ravi"
~source:"econis"
~subject:"Capital income"
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Asai, Manabu
Bansal, Ravi
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ECONIS (ZBW)
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Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi
;
Lundblad, Christian
- In:
Journal of econometrics
109
(
2002
)
2
,
pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
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Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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