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Zhou, Hao
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Bollerslev, Tim
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1
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
2
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
Saved in:
3
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
4
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Saved in:
5
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
6
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-246
Persistent link: https://www.econbiz.de/10008770541
Saved in:
7
Realized jumps on financial markets and predicting credit spreads
Tauchen, George
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-119
Persistent link: https://www.econbiz.de/10008770550
Saved in:
8
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 123-150
Persistent link: https://www.econbiz.de/10006747796
Saved in:
9
Corrigendum to "Estimating stochastic volatility diffusion using conditional moments of integrated volatility" (J. Econom. 109 (2002) 33-65)
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
119
(
2004
)
1
,
pp. 221
Persistent link: https://www.econbiz.de/10006758247
Saved in:
10
Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10006767849
Saved in:
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