Projects funded by the NCN
Multifactor analysis of equity indices risk premium using cross-sectional regime switching models
2014/13/B/HS4/03209
Keywords:
multifactor cross-sectional models regime switching excess returns
Descriptors:
- HS4_3: Econometrics, statistical methods
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Warszawski, Wydział Nauk Ekonomicznych
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 7 - announced on 2014-03-17
Amount awarded: 138 720 PLN
Project start date (Y-m-d): 2015-03-10
Project end date (Y-m-d): 2016-03-09
Project duration:: 12 months (the same as in the proposal)
Project status: Project settled