Expected stock returns and variance risk premia
Year of publication: |
2009
|
---|---|
Authors: | Bollerslev, Tim ; Tauchen, George Eugene ; Zhou, Hao |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 22.2009, 11, p. 4463-4492
|
Subject: | Risikoprämie | Risk premium | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | 1990-2005 |
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