Narrow search
Showing 1 - 3 of 3
Cover Image
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
Cover Image
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim (contributor);  … - 2004
option-implied volatility measures. A small-scale Monte Carlo experiment suggests that the procedure works well in practice …
Persistent link: https://www.econbiz.de/10002365255
Cover Image
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim; Gibson, Michael S.; Zhou, Hao - 2004
Persistent link: https://www.econbiz.de/10002368551