Variance Risk Premium: Theoretical and Empirical Evidence of Return Predictability
Variance Risk Premium: Theoretical and Empirical Evidence of Return Predictability
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方差风险溢价:回报可预测性的理论和经验证据
DOI:
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发表时间:
2019
期刊:
影响因子:
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通讯作者:
Yusuke Tomishima and Nobuhiro Nakamura
中科院分区:
文献类型:
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作者:
Hiroyuki Kasahara and Katsumi Shimotsu;Hiroyuki Kasahara and Katsumi Shimotsu;Katsumi Shimotsu;Katsumi Shimotsu;加藤 健;Katsumi Shimotsu;Katsumi Shimotsu;内藤敦之;内藤敦之;Yusuke Tomishima and Nobuhiro Nakamura