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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
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Expected stock returns and variance risk premia
Bollerslev, Tim; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003826928
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: The American economic review 95 (2005) 2, pp. 398-404
Persistent link: https://www.econbiz.de/10003214098
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Estimating stochastic volatility diffusion using conditional moments of integrated volatility
Bollerslev, Tim; Zhou, Hao - 2001
Persistent link: https://www.econbiz.de/10001637889