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~isPartOf:"Applied economics letters"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Chen, Liya"
~subject:"Forecasting model"
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Applied economics letters
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The role of variance risk premium in predicting excess stock market return : out-of-sample evidences
Chen, Jian
;
Chen, Liya
;
Wang, Xiaoke
;
Zuo, Haomiao
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1382-1388
Persistent link: https://www.econbiz.de/10011380203
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