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person:"Lakonishok, Josef"
~isPartOf:"Financial Institutions Center"
~person:"Bollerslev, Tim"
~person:"Smith, Peter N."
~person:"Zhang, Lu"
~subject:"Risikoprämie"
~subject:"Theorie"
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Lakonishok, Josef
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The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2000
Persistent link: https://www.econbiz.de/10001476423
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Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
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