Open AccessEstimating risk premiums for regulated firms when accounting for reference-day variation and high-order moments of return volatility
Author(s) -
Joseph G. Hirschberg,
Jenny Lye
Publication year - 2021
Publication title -
environment systems and decisions
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.656
H-Index - 43
eISSN - 2194-5403
pISSN - 2194-5411
DOI - 10.1007/s10669-021-09812-4
Subject(s) - capital asset pricing model , econometrics , risk premium , economics , volatility (finance) , rate of return , expected return , generalized method of moments , financial economics , panel data , finance , portfolio
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