مرکز منطقه ای اطلاع رساني علوم و فناوري - On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach

Title of article :

On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach

Author/Authors :

Michael W. Brandt، نويسنده , , Qiang Kang، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

217

To page :

257

Keywords :

Time-varying moments of returns , Risk-return trade-off

Journal title :

Journal of Financial Economics

Serial Year :

2004

Journal title :

Journal of Financial Economics

Record number :

257667

Link To Document :