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subject:"Forecasting model"
subject:"Stock market"
~isPartOf:"ERID working paper"
~person:"Bollerslev, Tim"
~person:"Ghysels, Eric"
~subject:"Börsenkurs"
~type_genre:"Graue Literatur"
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Forecasting model
Stock market
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Estimation
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Bollerslev, Tim
Ghysels, Eric
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Tails, fears, and risk premia
Bollerslev, Tim
;
Todorov, Viktor
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2011
Persistent link: https://www.econbiz.de/10009559410
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Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
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2008
Persistent link: https://www.econbiz.de/10010218854
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