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~isPartOf:"Economics Bulletin"
~isPartOf:"Journal of financial economics"
~person:"Ang, Andrew"
~subject:"Volatility"
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Volatility
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Ang, Andrew
Bollerslev, Tim
5
Christoffersen, Peter F.
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Jacobs, Kris
5
Todorov, Viktor
4
Aït-Sahalia, Yacine
3
Chan, Kalok
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Collin-Dufresne, Pierre
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Della Corte, Pasquale
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Economics Bulletin
Journal of financial economics
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
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ECONIS (ZBW)
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Asymmetric correlations of equity portfolios
Ang, Andrew
;
Chen, Joseph
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
Saved in:
2
High idiosyncratic volatility and low returns : international and further US evidence
Ang, Andrew
;
Hodrick, Robert J.
;
Xing, Yuhang
;
Zhang, …
- In:
Journal of financial economics
91
(
2009
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003813173
Saved in:
3
Risk, return, and dividends
Ang, Andrew
;
Liu, Jun
- In:
Journal of financial economics
85
(
2007
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10003485173
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