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

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

Year of publication:	2014
Authors:	Bollerslev, Tim ; Marrone, James ; Xu, Lai ; Zhou, Hao
Published in:	Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 49.2014, 3, p. 633-661
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

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Extent:	graph. Darst.
Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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