Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
| Year of publication: |
2014
|
|---|---|
| Authors: | Bollerslev, Tim ; Marrone, James ; Xu, Lai ; Zhou, Hao |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 49.2014, 03, p. 633-661
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |