The Relationship between Risk and Expected Return in Europe

  1. Nave Pineda, Juan M.
  2. Rubio Irigoyen, Gonzalo
  3. León Valle, Angel
Zeitschrift:
DFAE-II WP Series

ISSN: 1988-088X

Datum der Publikation: 2005

Nummer: 8

Art: Arbeitsdokument

Andere Publikationen in: DFAE-II WP Series

Zusammenfassung

risk-return trade-off, hedging component, MIDAS, conditional variance