Tim Bollerslev (41 results)
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Paperback or Softback. Condition: New. Finance and Economics Discussion Series: Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence. Book.
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Condition: New. KlappentextRecent empirical evidence suggests that the variance risk premium, or the difference between risk-neutral and statistical expectations of the future return variation, predicts aggregate stock market returns, with the predictab.
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Finance and Economics Discussion Series: Expected Stock Returns and Variance Risk Premia
United States Federal Reserve Board|Bollerslev, Tim|Zhou, Hao
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Seller: moluna, Greven, Germanymoluna
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Condition: New. KlappentextWe find that the difference between implied and realized variances, or the variance risk premium, is able to explain more than fifteen percent of the ex-post time series variation in quarterly excess returns on the market port.
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Volatility and Time Series Econometrics : Essays in Honor of Robert F. Engle
Bollerslev, Tim (EDT); Russell, Jeffrey R. (EDT); Watson, Mark W. (EDT)
Language: English
Published by Oxford University Press, 2010
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Volatility and Time Series Econometrics : Essays in Honor of Robert F. Engle
Bollerslev, Tim (EDT); Russell, Jeffrey R. (EDT); Watson, Mark W. (EDT)
Language: English
Published by Oxford University Press, 2010
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Volatility and Time Series Econometrics : Essays in Honor of Robert F. Engle
Bollerslev, Tim (EDT); Russell, Jeffrey R. (EDT); Watson, Mark W. (EDT)
Language: English
Published by Oxford University Press, 2010
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Volatility and Time Series Econometrics : Essays in Honor of Robert F. Engle
Bollerslev, Tim (EDT); Russell, Jeffrey R. (EDT); Watson, Mark W. (EDT)
Language: English
Published by Oxford University Press, 2010
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Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle
Waston, Mark (Editor)/ Bollerslev, Tim (Editor)/ Rusell, Jeffrey (Editor)
Language: English
Published by Oxford Univ Pr, 2009
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Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Hardcover. Condition: Brand New. 1st edition. 384 pages. 9.84x6.69x1.34 inches. In Stock.
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Hardcover. Condition: Fine. 2 volume set. Still shrink-wrapped and in excellent condition. Next day dispatch by Royal Mail in sturdy, recyclable packaging. 1000's of satisfied customers! Please contact us with any enquiries.
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Condition: New. 2018. Hardback. . . . . . Books ship from the US and Ireland.
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Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Hardcover. Condition: Brand New. 1760 pages. 6.63x9.63x6.63 inches. In Stock.
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Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Condition: New. Print on Demand pp. 54.
