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~isPartOf:"International finance discussion papers"
~isPartOf:"The review of financial studies"
~person:"Bollerslev, Tim"
~person:"Nitschka, Thomas"
~subject:"Capital income"
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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:
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High frequency data, frequency domain inference and volatility forecasting
Wright, Jonathan H.
;
Bollerslev, Tim
-
1999
Persistent link: https://www.econbiz.de/10001433207
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