| dc.contributor | 金融系 | - |
| dc.creator (作者) | 張興華; 匡顯吉; 林士貴 | - |
| dc.creator (作者) | Chang, Alan;Kuang, Xian-Ji;Lin, Shih-Kuei;Hsu, Yueh-Hua | - |
| dc.date (日期) | 2023-02 | - |
| dc.date.accessioned | 30-Nov-2023 14:58:35 (UTC+8) | - |
| dc.date.available | 30-Nov-2023 14:58:35 (UTC+8) | - |
| dc.date.issued (上傳時間) | 30-Nov-2023 14:58:35 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/148381 | - |
| dc.format.extent | 109 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Applied Economics Letters | - |
| dc.subject (關鍵詞) | Variance risk premium; cross-section regression; return predictability; state dependence; high-frequency data | - |
| dc.title (題名) | Does variance risk premium predict expected returns? | - |
| dc.type (資料類型) | article | - |
| dc.identifier.doi (DOI) | 10.1080/13504851.2023.2178620 | - |
| dc.doi.uri (DOI) | https://doi.org/10.1080/13504851.2023.2178620 | - |
