Time-varying risk premium and conditional volatility. Empirical evidence from Finnish stock markets

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Autoria(s): Kinnunen, Jyri

Data(s)	18/12/2007 18/12/2007 2007
Identificador	TMP.objres.586.pdf http://www.doria.fi/handle/10024/30915 URN:NBN:fi-fe20071395
Idioma(s)	en
Palavras-Chave	#GARCH #EGARCH #GARCH-M #EGARCH-M #riskipreemio #ehdollinen volatiliteetti #GARCH #EGARCH #GARCH-M #EGARCH-M #time-varying risk premium #conditional volatility
Tipo	Kandityö Bachelor's thesis