Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
Publication
, Journal Article
Bollerslev, T; Marrone, J; Xu, L; Zhou, H
Published in: Journal of Financial and Quantitative Analysis
June 2014
Duke Scholars
Published In
Journal of Financial and Quantitative Analysis
Publication Date
June 2014
Volume
49
Issue
03
Start / End Page
633 / 661
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 3501 Accounting, auditing and accountability
- 1502 Banking, Finance and Investment
- 1501 Accounting, Auditing and Accountability
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., Marrone, J., Xu, L., & Zhou, H. (2014). Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence. Journal of Financial and Quantitative Analysis, 49(03), 633–661.
Bollerslev, Tim, James Marrone, Lai Xu, and Hao Zhou. “Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence.” Journal of Financial and Quantitative Analysis 49, no. 03 (June 2014): 633–61.
Bollerslev T, Marrone J, Xu L, Zhou H. Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence. Journal of Financial and Quantitative Analysis. 2014 Jun;49(03):633–61.
Bollerslev, Tim, et al. “Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence.” Journal of Financial and Quantitative Analysis, vol. 49, no. 03, June 2014, pp. 633–61.
Bollerslev T, Marrone J, Xu L, Zhou H. Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence. Journal of Financial and Quantitative Analysis. 2014 Jun;49(03):633–661.
Published In
Journal of Financial and Quantitative Analysis
Publication Date
June 2014
Volume
49
Issue
03
Start / End Page
633 / 661
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 3501 Accounting, auditing and accountability
- 1502 Banking, Finance and Investment
- 1501 Accounting, Auditing and Accountability