Stock return predictability and variance risk premia : statistical inference and international evidence
Tim Bollerslev, James Marrone, Lai Xu, and Hao Zhou
| Year of publication: |
2014
|
|---|---|
| Authors: | Bollerslev, Tim ; Marrone, James ; Xu, Lai ; Zhou, Hao |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 49.2014, 3, p. 633-661
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| Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation | Frankreich | France | Deutschland | Germany | Japan | Schweiz | Switzerland | Großbritannien | United Kingdom | USA | United States |
| 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://ebvufind01.dmz1.zbw.eu/10010487089