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isPartOf:"Handbook of the equity risk premium"
~isPartOf:"Finance and economics discussion series"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bollerslev, Tim"
~subject:"Credit risk"
~subject:"Shock"
~subject:"USA"
~subject:"United States"
~type_genre:"Non-commercial literature"
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Handbook of the equity risk premium
Finance and economics discussion series
The journal of finance : the journal of the American Finance Association
CREATES research paper
2
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1
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
-
2011
Persistent link: https://www.econbiz.de/10009406434
Saved in:
2
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003826928
Saved in:
3
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
-
2004
Persistent link: https://www.econbiz.de/10002368551
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