Tail Risk Premia and Return Predictability

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Tail Risk Premia and Return Predictability. / Bollerslev, Tim; Todorov, Viktor; Xu, Lai.

In: Journal of Financial Econometrics, Vol. 118, No. 1, 2015, p. 113–134.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Bollerslev, T, Todorov, V & Xu, L 2015, 'Tail Risk Premia and Return Predictability', Journal of Financial Econometrics, vol. 118, no. 1, pp. 113–134. https://doi.org/10.1016/j.jfineco.2015.02.010

APA

Bollerslev, T., Todorov, V., & Xu, L. (2015). Tail Risk Premia and Return Predictability. Journal of Financial Econometrics, 118(1), 113–134. https://doi.org/10.1016/j.jfineco.2015.02.010

CBE

Bollerslev T, Todorov V, Xu L. 2015. Tail Risk Premia and Return Predictability. Journal of Financial Econometrics. 118(1):113–134. https://doi.org/10.1016/j.jfineco.2015.02.010

MLA

Bollerslev, Tim, Viktor Todorov and Lai Xu. "Tail Risk Premia and Return Predictability". Journal of Financial Econometrics. 2015, 118(1). 113–134. https://doi.org/10.1016/j.jfineco.2015.02.010

Vancouver

Bollerslev T, Todorov V, Xu L. Tail Risk Premia and Return Predictability. Journal of Financial Econometrics. 2015;118(1):113–134. https://doi.org/10.1016/j.jfineco.2015.02.010

Author

Bollerslev, Tim ; Todorov, Viktor ; Xu, Lai. / Tail Risk Premia and Return Predictability. In: Journal of Financial Econometrics. 2015 ; Vol. 118, No. 1. pp. 113–134.

Bibtex

@article{811e9acf2056437abfb4201432b46b4d,
title = "Tail Risk Premia and Return Predictability",
author = "Tim Bollerslev and Viktor Todorov and Lai Xu",
year = "2015",
doi = "10.1016/j.jfineco.2015.02.010",
language = "English",
volume = "118",
pages = "113–134",
journal = "Journal of Financial Econometrics",
issn = "1479-8409",
publisher = "Oxford University Press",
number = "1",

}

RIS

TY - JOUR

T1 - Tail Risk Premia and Return Predictability

AU - Bollerslev, Tim

AU - Todorov, Viktor

AU - Xu, Lai

PY - 2015

Y1 - 2015

U2 - 10.1016/j.jfineco.2015.02.010

DO - 10.1016/j.jfineco.2015.02.010

M3 - Journal article

VL - 118

SP - 113

EP - 134

JO - Journal of Financial Econometrics

JF - Journal of Financial Econometrics

SN - 1479-8409

IS - 1

ER -