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- 2004620232 contributor B10096339.
- 2004620232 contributor B10096340.
- 2004620232 created "[2004]".
- 2004620232 date "2004".
- 2004620232 date "[2004]".
- 2004620232 dateCopyrighted "[2004]".
- 2004620232 description "Includes bibliographical references.".
- 2004620232 description "Mode of access: World Wide Web.".
- 2004620232 description "System requirements: Adobe Acrobat Reader.".
- 2004620232 hasFormat "Also available in print.".
- 2004620232 identifier 200456abs.html.
- 2004620232 isFormatOf "Also available in print.".
- 2004620232 isPartOf "Finance and economics discussion series (Online) ; 2004-56.".
- 2004620232 isPartOf "Finance and economics discussion series ; 2004-56".
- 2004620232 issued "2004".
- 2004620232 issued "[2004]".
- 2004620232 language "eng".
- 2004620232 publisher "Washington, D.C. : Federal Reserve Board,".
- 2004620232 relation "Also available in print.".
- 2004620232 requires "Mode of access: World Wide Web.".
- 2004620232 requires "System requirements: Adobe Acrobat Reader.".
- 2004620232 subject "HG1".
- 2004620232 subject "Stochastic volatility risk premium; model-free implied volatility; model-free realized volatility; Black-Scholes; GMM gestimation; Monte Carlo; return predictability".
- 2004620232 title "Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities [electronic resource] / Tim Bollerslev, Michael Gibson, and Hao Zhou.".
- 2004620232 type "text".