Work

Expected Stock Returns and Variance Risk Premia

Year: 2009

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/hhp008

Authors: Tim Bollerslev, George Tauchen, Hao Zhou

Institutions: Duke University, Federal Reserve Board of Governors

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2141185104

FWCI: 100.2

Cites: 107

Cited by: 1,725

Related to: 8