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%0 Journal Article
%1 Brandt2004a
%A Brandt, Michael W.
%A Kang, Qiang
%D 2004
%J Journal of Financial Economics
%K Time-varying moments of returns
%N 2
%P 217--257
%T On the relationship between the conditional mean and volatility of
stock returns: A latent VAR approach
%U http://www.sciencedirect.com/science/article/B6VBX-49Y3J1V-2/1/06be66eaceaebb267ea43590877ca900
%V 72
@article{Brandt2004a,
added-at = {2008-04-22T15:17:45.000+0200},
author = {Brandt, Michael W. and Kang, Qiang},
biburl = {https://www.bibsonomy.org/bibtex/24354ddc39034cc832206243a018f48dc/smicha},
interhash = {5f3b57dec2ea6517d83f63ea0d0e4800},
intrahash = {4354ddc39034cc832206243a018f48dc},
journal = {Journal of Financial Economics},
keywords = {Time-varying moments of returns},
month = May,
number = 2,
pages = {217--257},
timestamp = {2008-04-22T15:21:03.000+0200},
title = {On the relationship between the conditional mean and volatility of
stock returns: A latent VAR approach},
url = {http://www.sciencedirect.com/science/article/B6VBX-49Y3J1V-2/1/06be66eaceaebb267ea43590877ca900},
volume = 72,
year = 2004
}
