Open AccessA Note on the Interrelation of Volatility Puzzle, Equity Premium Puzzle,and Mean Reversion through State Dependent Preferences
Author(s) -
Sung-Sup and Giannikos
Publication year - 2013
Publication title -
journal of business and financial affairs
Language(s) - English
Resource type - Journals
ISSN - 2167-0234
DOI - 10.4172/2167-0234.1000112
Subject(s) - mean reversion , economics , volatility (finance) , equity premium puzzle , equity (law) , financial economics , reversion , volatility risk premium , econometrics , monetary economics , risk premium , volatility smile , chemistry , political science , law , biochemistry , gene , phenotype