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Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192

Persistent link: https://www.econbiz.de/10010506065

Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504

Persistent link: https://www.econbiz.de/10013259807

Bekaert, Geert; Hoerova, Marie - 2013

Persistent link: https://www.econbiz.de/10009744702

Bekaert, Geert; Hoerova, Marie - 2014

Persistent link: https://www.econbiz.de/10010382050

Bekaert, Geert - 2015

returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce …

Persistent link: https://www.econbiz.de/10013035710

Bekaert, Geert - 2015

returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce …

Persistent link: https://www.econbiz.de/10013034867

Bekaert, Geert - 2013

tackle several measurement issues assessing a plethora of state-of-the-art volatility forecasting models. We then examine the …

Persistent link: https://www.econbiz.de/10012459667

Bekaert, Geert - 2014

returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce …

Persistent link: https://www.econbiz.de/10013054678

Bekaert, Geert - 2013

tackle several measurement issues assessing a plethora of state-of-the-art volatility forecasting models. We then examine the …

Persistent link: https://www.econbiz.de/10013082768

Bekaert, Geert; Hoerova, Marie; Xu, Nancy - 2023

Persistent link: https://www.econbiz.de/10014325897