TY - CHAP TI - Time-varying Risk Premia and Volatility Dynamics in Multi-Asset Class Returns AF - Bayes@Austria 2020 PP - Vienna UR - https://bayes2020.wu.ac.at/ PY - 2020-01-01 AU - Kastner, Gregor AU - Pettenuzzo, Davide AU - Timmermann, Allan ER -