VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY

VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY

Ph.D

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Bibliographic Details
Main Author: YIN XIMING
Other Authors: FINANCE
Format: Theses and Dissertations
Language:English
Published: 2020
Subjects:
Random Field, Term Structure Models, Instantaneous Volatility, Variance Risk Premium, Bond Return Predictability
Online Access:https://scholarbank.nus.edu.sg/handle/10635/170804
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Institution: National University of Singapore
Language: English
id sg-nus-scholar.10635-170804
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spelling sg-nus-scholar.10635-1708042020-07-01T13:23:47Z VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY YIN XIMING FINANCE Allaudeen s/o S Hameed ROBERT LAWRENCE KIMMEL Random Field, Term Structure Models, Instantaneous Volatility, Variance Risk Premium, Bond Return Predictability Ph.D DOCTOR OF PHILOSOPHY (BIZ) 2020-06-30T18:01:11Z 2020-06-30T18:01:11Z 2020-03-30 Thesis YIN XIMING (2020-03-30). VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/170804 en
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
language English
topic Random Field, Term Structure Models, Instantaneous Volatility, Variance Risk Premium, Bond Return Predictability
spellingShingle Random Field, Term Structure Models, Instantaneous Volatility, Variance Risk Premium, Bond Return Predictability
YIN XIMING
VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY
description Ph.D
author2 FINANCE
author_facet FINANCE
YIN XIMING
format Theses and Dissertations
author YIN XIMING
author_sort YIN XIMING
title VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY
title_short VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY
title_full VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY
title_fullStr VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY
title_full_unstemmed VARIANCE RISK PREMIUM AND BOND RETURN PREDICTABILITY
title_sort variance risk premium and bond return predictability
publishDate 2020
url https://scholarbank.nus.edu.sg/handle/10635/170804
_version_ 1681101323029708800

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