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person:"Zhang, Lu"
~isPartOf:"Financial Institutions Center"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"NBER reporter online"
~person:"Andersen, Torben"
~person:"Gil-Alaña, Luis A."
~person:"Lettau, Martin"
~person:"Subrahmanyam, Avanidhar"
~source:"econis"
~subject:"Risikoprämie"
~subject:"Theorie"
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Zhang, Lu
Andersen, Torben
Gil-Alaña, Luis A.
Lettau, Martin
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Bollerslev, Tim
3
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Realized return volatility, asset pricing, and risk management
Andersen, Torben
;
Bollerslev, Tim
- In:
NBER reporter online
(
2006/2007
)
3
,
pp. 7-10
Persistent link: https://www.econbiz.de/10011366975
Saved in:
2
Exploring asset pricing anomalies
Zhang, Lu
- In:
NBER reporter online
(
2014
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10011368742
Saved in:
3
Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.
;
Zeng, Qi
;
Zhang, Lu
- In:
Journal of economic dynamics & control
28
(
2004
)
10
,
pp. 1925-1954
Persistent link: https://www.econbiz.de/10002099538
Saved in:
4
The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001476423
Saved in:
5
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
Saved in:
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