On the relationship between the conditional mean and volatility of stock returns: a latent VAR approach
Gespeichert in:
Hauptverfasser: | , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
2002
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Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
9056 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 49 S. graph. Darst. |
Internformat
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490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 9056 | |
650 | 4 | |a Rate of return | |
650 | 4 | |a Stocks |x Prices | |
700 | 1 | |a Kang, Qiang |e Verfasser |0 (DE-588)136816754 |4 aut | |
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Datensatz im Suchindex
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author | Brandt, Michael W. Kang, Qiang |
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id | DE-604.BV023589031 |
illustrated | Illustrated |
index_date | 2024-07-02T22:41:24Z |
indexdate | 2024-07-09T21:25:06Z |
institution | BVB |
language | English |
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physical | 49 S. graph. Darst. |
publishDate | 2002 |
publishDateSearch | 2002 |
publishDateSort | 2002 |
publisher | National Bureau of Economic Research |
record_format | marc |
series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
spelling | Brandt, Michael W. Verfasser (DE-588)128773073 aut On the relationship between the conditional mean and volatility of stock returns a latent VAR approach Michael W. Brandt ; Qiang Kang Cambridge, Mass. National Bureau of Economic Research 2002 49 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9056 Rate of return Stocks Prices Kang, Qiang Verfasser (DE-588)136816754 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 9056 (DE-604)BV002801238 9056 http://papers.nber.org/papers/w9056.pdf kostenfrei Volltext |
spellingShingle | Brandt, Michael W. Kang, Qiang On the relationship between the conditional mean and volatility of stock returns a latent VAR approach National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Rate of return Stocks Prices |
title | On the relationship between the conditional mean and volatility of stock returns a latent VAR approach |
title_auth | On the relationship between the conditional mean and volatility of stock returns a latent VAR approach |
title_exact_search | On the relationship between the conditional mean and volatility of stock returns a latent VAR approach |
title_exact_search_txtP | On the relationship between the conditional mean and volatility of stock returns a latent VAR approach |
title_full | On the relationship between the conditional mean and volatility of stock returns a latent VAR approach Michael W. Brandt ; Qiang Kang |
title_fullStr | On the relationship between the conditional mean and volatility of stock returns a latent VAR approach Michael W. Brandt ; Qiang Kang |
title_full_unstemmed | On the relationship between the conditional mean and volatility of stock returns a latent VAR approach Michael W. Brandt ; Qiang Kang |
title_short | On the relationship between the conditional mean and volatility of stock returns |
title_sort | on the relationship between the conditional mean and volatility of stock returns a latent var approach |
title_sub | a latent VAR approach |
topic | Rate of return Stocks Prices |
topic_facet | Rate of return Stocks Prices |
url | http://papers.nber.org/papers/w9056.pdf |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT brandtmichaelw ontherelationshipbetweentheconditionalmeanandvolatilityofstockreturnsalatentvarapproach AT kangqiang ontherelationshipbetweentheconditionalmeanandvolatilityofstockreturnsalatentvarapproach |