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~isPartOf:"The review of financial studies"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~language:"eng"
~person:"Bollerslev, Tim"
~person:"Cheung, Yin-Wong"
~subject:"Comparison"
~subject:"Estimation"
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Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
Saved in:
2
Modeling and forecasting realized volatility
Anderson, Torben G.
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002020013
Saved in:
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