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Errata: Value at Risk and Expected Stock Returns

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Extreme downside risk and expected stock

✍ Wei Huang; Qianqiu Liu; S. Ghon Rhee; Feng Wu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 298 KB

Expected Stock Returns and Variance Risk

✍ Bollerslev, T.; Tauchen, G.; Zhou, H. 📂 Article 📅 2009 🏛 Oxford University Press 🌐 English ⚖ 304 KB

Distress risk premia in expected stock a

✍ Andrew Jianzhong Zhang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 305 KB

Risk and Return of Value Stocks

✍ Chen, Naiâfu; Zhang, Feng 📂 Article 📅 1998 🏛 University of Chicago Press 🌐 English ⚖ 218 KB

GARCH models for daily stock returns: Im

✍ Ardia, David; Hoogerheide, Lennart F. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 331 KB

Idiosyncratic risk and the cross-section

✍ Fangjian Fu 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 284 KB