Forward-looking market risk premium
10.1287/mnsc.2013.1758
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sg-nus-scholar.10635-1163512024-04-04T00:33:16Z Forward-looking market risk premium Duan, J.-C. Zhang, W. FINANCE Forward looking GARCH Kurtosis Options Risk premium Skewness Volatility spread 10.1287/mnsc.2013.1758 Management Science 60 2 521-538 MSCIA 2014-12-12T07:48:49Z 2014-12-12T07:48:49Z 2014-02 Article Duan, J.-C., Zhang, W. (2014-02). Forward-looking market risk premium. Management Science 60 (2) : 521-538. ScholarBank@NUS Repository. https://doi.org/10.1287/mnsc.2013.1758 00251909 http://scholarbank.nus.edu.sg/handle/10635/116351 000331627900016 Scopus |
| institution |
National University of Singapore |
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NUS Library |
| continent |
Asia |
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Singapore Singapore |
| content_provider |
NUS Library |
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ScholarBank@NUS |
| topic |
Forward looking GARCH Kurtosis Options Risk premium Skewness Volatility spread |
| spellingShingle |
Forward looking GARCH Kurtosis Options Risk premium Skewness Volatility spread Duan, J.-C. Zhang, W. Forward-looking market risk premium |
| description |
10.1287/mnsc.2013.1758 |
| author2 |
FINANCE |
| author_facet |
FINANCE Duan, J.-C. Zhang, W. |
| format |
Article |
| author |
Duan, J.-C. Zhang, W. |
| author_sort |
Duan, J.-C. |
| title |
Forward-looking market risk premium |
| title_short |
Forward-looking market risk premium |
| title_full |
Forward-looking market risk premium |
| title_fullStr |
Forward-looking market risk premium |
| title_full_unstemmed |
Forward-looking market risk premium |
| title_sort |
forward-looking market risk premium |
| publishDate |
2014 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/116351 |
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1795373781096595456 |