Expected Stock Returns and Variance Risk Premia
Publication
, Scholarly Edition
Bollerslev, T; Tauchen, G; Zhou, H
November 1, 2009
Duke Scholars
Publication Date
November 1, 2009
Start / End Page
4463 / 4492
Related Subject Headings
- Finance
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
- 1402 Applied Economics
- 1401 Economic Theory
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., Tauchen, G., & Zhou, H. (2009). Expected Stock Returns and Variance Risk Premia.
Bollerslev, Tim, George Tauchen, and Hao Zhou. “Expected Stock Returns and Variance Risk Premia,” November 1, 2009.
Bollerslev T, Tauchen G, Zhou H. Expected Stock Returns and Variance Risk Premia. 2009. p. 4463–92.
Bollerslev, Tim, et al. Expected Stock Returns and Variance Risk Premia. 1 Nov. 2009, pp. 4463–92.
Bollerslev T, Tauchen G, Zhou H. Expected Stock Returns and Variance Risk Premia. 2009. p. 4463–4492.
Publication Date
November 1, 2009
Start / End Page
4463 / 4492
Related Subject Headings
- Finance
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
- 1402 Applied Economics
- 1401 Economic Theory