Robustness of the risk-return relationship in the U.S. stock market

Finance Research Letters

Volumn 5, Issue 2, 2008, Pages 118-127

  Lanne, Markku ^a   Luoto, Jani ^b  

^a RUESG   (Finland)

^b UNIVERSITY OF JYVÄSKYLÄ   (Finland)

Author keywords

Bayesian analysis; GARCH in Mean model; ICAPM model

Indexed keywords

EID: 43449104211     PISSN: 15446123     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.frl.2008.03.001     Document Type: Article

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