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~person:"Tai, Chu-sheng"
~person:"Tauchen, George Eugene"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Research Report"
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Tai, Chu-sheng
Tauchen, George Eugene
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Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
2
Stochastic volatility in general equilibrium
Tauchen, George Eugene
- In:
The quarterly journal of finance
1
(
2011
)
4
,
pp. 707-731
Persistent link: https://www.econbiz.de/10009553957
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3
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:
4
Rational pessimism, rational exuberance, and asset pricing models
Bansal, Ravi
;
Gallant, A. Ronald
;
Tauchen, George Eugene
- In:
The review of economic studies
74
(
2007
)
4
,
pp. 1005-1033
Persistent link: https://www.econbiz.de/10003537435
Saved in:
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