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.
2002
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Schriftenreihe: | Working paper series / National Bureau of Economic Research
9056 |
Beschreibung: | 49 S. graph. Darst |
Internformat
MARC
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035 | |a (DE-599)BVBBV026945466 | ||
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049 | |a DE-188 | ||
100 | 1 | |a Brandt, Michael W. |e Verfasser |0 (DE-588)128773073 |4 aut | |
245 | 1 | 0 | |a On the relationship between the conditional mean and volatility of stock returns |b a latent var approach |c Michael W. Brandt ; Qiang Kang |
264 | 1 | |a Cambridge, Mass. |c 2002 | |
300 | |a 49 S. |b graph. Darst | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
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490 | 1 | |a Working paper series / National Bureau of Economic Research |v 9056 | |
700 | 1 | |a Kang, Qiang |e Verfasser |4 aut | |
810 | 2 | |a National Bureau of Economic Research <Cambridge, Mass.> |t Working paper series |v 9056 |w (DE-604)BV002801238 |9 9056 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-021606594 |
Datensatz im Suchindex
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any_adam_object | |
author | Brandt, Michael W. Kang, Qiang |
author_GND | (DE-588)128773073 |
author_facet | Brandt, Michael W. Kang, Qiang |
author_role | aut aut |
author_sort | Brandt, Michael W. |
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building | Verbundindex |
bvnumber | BV026945466 |
ctrlnum | (OCoLC)248849748 (DE-599)BVBBV026945466 |
format | Book |
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id | DE-604.BV026945466 |
illustrated | Illustrated |
indexdate | 2024-07-09T23:03:00Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-021606594 |
oclc_num | 248849748 |
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owner_facet | DE-188 |
physical | 49 S. graph. Darst |
publishDate | 2002 |
publishDateSearch | 2002 |
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series2 | Working paper series / National Bureau of Economic Research |
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. 2002 49 S. graph. Darst txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 9056 Kang, Qiang Verfasser aut National Bureau of Economic Research <Cambridge, Mass.> Working paper series 9056 (DE-604)BV002801238 9056 |
spellingShingle | Brandt, Michael W. Kang, Qiang On the relationship between the conditional mean and volatility of stock returns a latent var approach |
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_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 |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT brandtmichaelw ontherelationshipbetweentheconditionalmeanandvolatilityofstockreturnsalatentvarapproach AT kangqiang ontherelationshipbetweentheconditionalmeanandvolatilityofstockreturnsalatentvarapproach |