Options-implied variance and future stock returns
Hui Guo; Buhui Qiu
| Year of publication: |
2014
|
|---|---|
| Authors: | Guo, Hui ; Qiu, Buhui |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 44.2014, p. 93-113
|
| Subject: | Stock return predictability | Implied variance | Realized variance | CAPM | ICAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | Kapitalmarktrendite | Capital market returns |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010410375