Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets

Ghavami, M and Shams Dilmaghani, R (2017) Equity Risk Premiums and Risk Free Rates in Modelling and Prediction of Financial Markets. In: International Conference on Mathematical Finance, Statistics and Economics, 21 June 2017 - 22 June 2017, Vienna, Austria. (In Press)

Abstract

More Information

Keywords: Prediction of Financial Markets, Adaptive methods, MSE, LSE.
Divisions: Schools > Engineering > Electrical and Electronics
Date Deposited: 08 May 2017 08:56
Creators:
CreatorsORCID
Ghavami, M0000-0001-8887-5052
Shams Dilmaghani, R
Item Type: Conference or Workshop Item (UNSPECIFIED)
Creators: Ghavami, M and Shams Dilmaghani, R
Depositing User: LSBU Open Access Team
Last Modified: 22 Feb 2018 10:27
Item ID: 811

Download

Text
Paper.pdf - Accepted Version
Licence: Logo for Creative Commons Attribution license

Download (604kB) | Preview

Export Citation

Share

Statistics

IRStats2

Downloads
Activity Overview
11Downloads
40Hits

Statistics for this record are available via IRStats2