Conditional variance forecasts for long-term stock returns: a preprint

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Bibliographic Details
Main Authors: Mammen, Enno (Author) , Nielsen, Jens Perch (Author) , Scholz, Michael (Author) , Sperlich, Stefan (Author)
Format: Book/Monograph Working Paper
Language:English
Published: [Graz] Department of Economics, Department of Public Economics, University of Graz August 2019
Series:Graz economics papers GEP 2019, 08
In: Graz economics papers (GEP 2019, 08)

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Online Access:Verlag, kostenfrei: http://www100.uni-graz.at/vwlwww/forschung/RePEc/wpaper/2019-08.pdf
Verlag, kostenfrei: https://ideas.repec.org/p/grz/wpaper/2019-08.html
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Author Notes:Enno Mammen, Jens Perch Nielsen, Michael Scholz and Stefan Sperlich
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Physical Description:Online Resource