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~accessRights:"free"
~isPartOf:"Finance and economics discussion series"
~language:"eng"
~person:"Zhou, Hao"
~subject:"Geldpolitik"
~subject:"Volatility"
~type:"book"
~type_genre:"Non-commercial literature"
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Geldpolitik
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Zhou, Hao
Orphanides, Athanasios
14
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Carlson, Mark
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5
Demiralp, Selva
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Kim, Kyungmin
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Reifschneider, David Leon
5
Wieland, Volker
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Winkler, Fabian
5
Bodenstein, Martin
4
Gürkaynak, Refet S.
4
Hancock, Diana
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Senyuz, Zeynep
4
Sim, Jae W.
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Small, David H.
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Swanson, Eric T.
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Vardoulakis, Alexandros P.
4
Weinbach, Gretchen C.
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Zakrajšek, Egon
4
Anbil, Sriya
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Anenberg, Elliot
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ECONIS (ZBW)
7
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1
Bond risk premia and realized jump volatility
Wright, Jonathan H.
;
Zhou, Hao
-
2007
Persistent link: https://www.econbiz.de/10003827125
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2
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
-
2006
Persistent link: https://www.econbiz.de/10009569792
Saved in:
3
Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin
;
Zhou, Hao
;
Zhu, Haibin
-
2005
Persistent link: https://www.econbiz.de/10003234544
Saved in:
4
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
-
2004
Persistent link: https://www.econbiz.de/10002368551
Saved in:
5
Volatility puzzles : a unified framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
-
2003
Persistent link: https://www.econbiz.de/10001787397
Saved in:
6
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001637889
Saved in:
7
Jump-diffusion term structure and Itô conditional moment generator
Zhou, Hao
-
2001
Persistent link: https://www.econbiz.de/10001607156
Saved in:
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