On the Role of Risk Premia in Volatility Forecasting
| Year of publication: |
2007
|
|---|---|
| Authors: | Chernov, Mikhail |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122x. - Vol. 25.2007, 4, p. 411-426
|