Finance and Economics Discussion Series: Expected Stock Returns and Variance Risk Premia

Language: English

Published by BiblioGov, 2013

1288708858 / 9781288708857

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KlappentextWe find that the difference between implied and realized variances, or the variance risk premium, is able to explain more than fifteen percent of the ex-post time series variation in quarterly excess returns on the market port.

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Title
Finance and Economics Discussion Series: Expected Stock Returns and Variance Risk Premia
Author
United States Federal Reserve Board|Bollerslev, Tim|Zhou, Hao
Publisher
BiblioGov
Publication year
2013
Condition
New
Binding
Soft cover
Language
English
ISBN 10
1288708858
ISBN 13
9781288708857

moluna

Greven, Germany

5-star seller

AbeBooks seller since July 9, 2020

Shipping rates from Germany to U.S.A.

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