Bollerslev, Tim; Zhou, Hao - 2007
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†Department of Economics, Duke University, Post Office Box 90097, Durham NC 27708, and NBER,
USA, Email boller … DC 20551 USA,
E-mail hao.zhou@frb.gov, Phone 202-452-3360, Fax 202-728-5887.
Expected Stock Returns and
Variance Risk …