Open AccessRecent Estimates of Time-Variation in the Conditional Variance and in the Exchange Risk Premium
Author(s) -
Jeffrey A. Frankel
Publication year - 1987
Language(s) - English
Resource type - Reports
DOI - 10.3386/w2367
Subject(s) - conditional variance , risk premium , variance risk premium , econometrics , diversification (marketing strategy) , variance (accounting) , economics , conditional expectation , portfolio , exchange rate , mathematics , financial economics , volatility risk premium , autoregressive conditional heteroskedasticity , business , volatility (finance) , monetary economics , volatility smile , accounting , marketing