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person:"Lanne, Markku"
subject:"United States"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bollerslev, Tim"
~type_genre:"Article in journal"
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Lanne, Markku
Bollerslev, Tim
Tate, Geoffrey
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The journal of finance : the journal of the American Finance Association
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2165-2211
Persistent link: https://www.econbiz.de/10009514108
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2
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
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