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~isPartOf:"Journal of econometrics"
~person:"Zhou, Hao"
~subject:"United States"
~type_genre:"Article in journal"
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Zhou, Hao
Bollerslev, Tim
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Journal of econometrics
Journal of financial and quantitative analysis : JFQA
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The review of financial studies
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ECONIS (ZBW)
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1
Estimating stochastic
volatility
diffusion using conditional moments of integrated
volatility
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
109
(
2002
)
1
,
pp. 33-65
Persistent link: https://www.econbiz.de/10001663892
Saved in:
2
Dynamic estimation of
volatility
risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 235-245
Persistent link: https://www.econbiz.de/10009242522
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