Expected stock returns and variance risk premia

Author(s)

Bibliographic Information

Expected stock returns and variance risk premia

Tim Bollerslev and Hao Zhou

（Finance and economics discussion series, 2007-11）

Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board, [2007]

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Note

Bibliography: p. 17-20

Related Books： 1-1 of 1

Details

  • NCID
    BB13605719
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    Washington, D.C.
  • Pages/Volumes
    30 p.
  • Size
    25 cm
  • Parent Bibliography ID
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