On the relationship between the conditional mean and volatility of stock returns: a latent var approach
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
2002
|
| Series: | Working paper series / National Bureau of Economic Research
9056 |
| Physical Description: | 49 S. graph. Darst |
Staff View
MARC
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| illustrated | Illustrated |
| indexdate | 2024-07-09T23:03:00Z |
| institution | BVB |
| language | English |
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| 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 |