*001537351
*00520250613174315.0
*007ta
*008020911s2002 xxu 000 u eng d
*00900851cam a2200205 c 4500
*019 $bl
*035 $a(EXLNZ-47BIBSYS_NETWORK)990220935754702201
*035 $a(NO-LaBS)14843177(bibid)
*035 $a(NO-TrBIB)022093575
*035 $a022093575-47bibsys_network
*040 $aNO-TrBIB$bnob$ekatreg
*1001 $aBrandt, Michael W.$0(NO-TrBIB)2090950$_74118200
*24510$aOn the relationship between the conditional mean and volatility of stock returns :$ba latent var approach$cMichael W. Brandt, Qiang Kang
*260 $aCambridge, Mass.$bNational Bureau of Economic Research$c2002
*300 $a49 s.
*4901 $aWorking paper series / National Bureau of Economic Research$v9056
*7001 $aKang, Qiang$0(NO-TrBIB)2096309$_82721900
*830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v9056$w999105437124702201$_13074900
*901 $a80
*999 $aoai:nb.bibsys.no:990220935754702202$b2021-11-14T20:29:06Z$z990220935754702202
^