Work

Measuring risk aversion from excess returns on a stock index

Year: 1992

Type: article

Source: Journal of Econometrics

DOI: 10.1016/0304-4076(92)90070-8

Authors: Ray Chou, Robert F. Engle, Alex Kane

Institutions: Georgia Institute of Technology, University of California San Diego

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3021938903

FWCI: 8.876

Cites: 42

Cited by: 165

Related to: 10