Tim Bollerslev (41 results)
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Paperback or Softback. Condition: New. Finance and Economics Discussion Series: Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence. Book.
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Condition: New. KlappentextRecent empirical evidence suggests that the variance risk premium, or the difference between risk-neutral and statistical expectations of the future return variation, predicts aggregate stock market returns, with the predictab.
Finance and Economics Discussion Series: Expected Stock Returns and Variance Risk Premia
United States Federal Reserve Board|Bollerslev, Tim|Zhou, Hao
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Condition: New. 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.
Volatility and Time Series Econometrics : Essays in Honor of Robert F. Engle
Bollerslev, Tim (EDT); Russell, Jeffrey R. (EDT); Watson, Mark W. (EDT)
Language: English
Published by Oxford University Press, 2010
Series: Advanced Texts in Econometrics, Book 25 of 26. Book 25 of 26 - Advanced Texts in Econometrics
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Volatility and Time Series Econometrics : Essays in Honor of Robert F. Engle
Bollerslev, Tim (EDT); Russell, Jeffrey R. (EDT); Watson, Mark W. (EDT)
Language: English
Published by Oxford University Press, 2010
Series: Advanced Texts in Econometrics, Book 25 of 26. Book 25 of 26 - Advanced Texts in Econometrics
- Hardcover
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Volatility and Time Series Econometrics : Essays in Honor of Robert F. Engle
Bollerslev, Tim (EDT); Russell, Jeffrey R. (EDT); Watson, Mark W. (EDT)
Language: English
Published by Oxford University Press, 2010
Series: Advanced Texts in Econometrics, Book 25 of 26. Book 25 of 26 - Advanced Texts in Econometrics
- Hardcover
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Volatility and Time Series Econometrics : Essays in Honor of Robert F. Engle
Bollerslev, Tim (EDT); Russell, Jeffrey R. (EDT); Watson, Mark W. (EDT)
Language: English
Published by Oxford University Press, 2010
Series: Advanced Texts in Econometrics, Book 25 of 26. Book 25 of 26 - Advanced Texts in Econometrics
- Hardcover
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Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle
Waston, Mark (Editor)/ Bollerslev, Tim (Editor)/ Rusell, Jeffrey (Editor)
Language: English
Published by Oxford Univ Pr, 2009
Series: Advanced Texts in Econometrics, Book 25 of 26. Book 25 of 26 - Advanced Texts in Econometrics
- Hardcover
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- Hardcover
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- Softcover
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