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~subject:"variance risk premium"
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variance risk premium
reduced form VAR
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Stock Return and Cash Flow Predictability: The Role of Volatility Risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
-
School of Economics and Management, University of Aarhus
-
2012
the
reduced
form
VAR
and univariate regression procedures traditionally employed in the literature. The model also allows …
Persistent link: https://www.econbiz.de/10010851207
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