Expected stock returns and variance risk premia

Review of Financial Studies

Volumn 22, Issue 11, 2009, Pages 4463-4492

  Bollerslev, Tim ^a   Tauchen, George ^a   Zhou, Hao ^b  

^a DUKE UNIVERSITY   (United States)

^b FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67349223932     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhp008     Document Type: Article

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