Stock return predictability and variance risk premia : statistical inference and international evidence

Tim Bollerslev, James Marrone, Lai Xu, and Hao Zhou

Year of publication:	2011
Authors:	Bollerslev, Tim ; Marrone, James ; Xu, Lai ; Zhou, Hao
Publisher:	Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board
Subject:	Kapitaleinkommen \| Capital income \| Börsenkurs \| Share price \| Risikoprämie \| Risk premium \| Prognoseverfahren \| Forecasting model \| Theorie \| Theory \| Schätzung \| Estimation \| Frankreich \| France \| Deutschland \| Germany \| Japan \| Schweiz \| Switzerland \| Großbritannien \| United Kingdom \| USA \| United States

freely available

Full text |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

Extent:	48 S. graph. Darst.
Series:	Finance and economics discussion series. - Washington, DC : Board of Governors of the Federal Reserve System, ZDB-ID 2178137-0. - Vol. 2011,52
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Parallel als Online-Ausg. erschienen
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009406434

A service of the