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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial economics"
~person:"Chen, Jian"
~subject:"Share price"
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Share price
Börsenkurs
2
Estimation
2
Risikoprämie
2
Risk premium
2
Schätzung
2
1992-2005
1
Aktienoption
1
Capital income
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Kapitaleinkommen
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Stock option
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Volatility
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out-of-sample prediction
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stock return predictability
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variance risk premium
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Chen, Jian
Bollerslev, Tim
3
Ferris, Stephen P.
2
Herskovic, Bernard
2
Renò, Roberto
2
Todorov, Viktor
2
Xu, Lai
2
Aharoni, Gil
1
Ai, Hengjie
1
Albuquerque, Rui
1
Anderson, Seth C.
1
Backus, David
1
Baklaci, H. F.
1
Ball, Ray
1
Baltussen, Guido
1
Bandi, F. M.
1
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Bardgett, Chris
1
Barinov, Alexander
1
Barras, Laurent
1
Beard, Thomas Randolph
1
Bekaert, Geert
1
Bond, Philip
1
Boons, Martijn
1
Boyarchenko, Nina
1
Brogaard, Jonathan
1
Can, E.
1
Caporin, Massimiliano
1
Chan, K. C.
1
Chen, Liya
1
Chen, Yong
1
Chen, Zhanhui
1
Chernov, Mikhail
1
Cieślak, Anna
1
Dew-Becker, Ian
1
Dittmar, Robert F.
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Dow, James
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Duarte, Fernando
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Applied economics letters
Journal of financial economics
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
Saved in:
2
The model-free measures and the volatility spread
Chen, Jian
;
Liu, Xiaoquan
- In:
Applied economics letters
17
(
2010
)
16/18
,
pp. 1829-1833
Persistent link: https://www.econbiz.de/10009232136
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