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~isPartOf:"Journal of econometrics"
~person:"Bekaert, Geert"
~person:"Stambaugh, Robert F."
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Bekaert, Geert
Stambaugh, Robert F.
Todorov, Viktor
9
Bollerslev, Tim
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Mykland, Per A.
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Xiu, Dacheng
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
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Emerging market capital flows : proceedings of a conference held at the Stern School of Business, New York Univ. on May 23-24, 1996
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Finance Down Under 2018 Building on the Best from the Cellars of Finance Paper
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Bad environments, good environments : a non-Gaussian asymmetric volatility model
Bekaert, Geert
;
Engstrom, Eric
;
Ermolov, Andrey
- In:
Journal of econometrics
186
(
2015
)
1
,
pp. 258-275
Persistent link: https://www.econbiz.de/10011349501
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2
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
- In:
Journal of econometrics
183
(
2014
)
2
,
pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
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