Expected Stock Returns and Variance Risk Premia
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/22/11/4463/5369494/hhp008.pdf
Reference69 articles.
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3. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility
4. The distribution of realized stock return volatility
5. Great Realizations;Andersen;Risk,2000
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