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isPartOf:"Journal of econometrics"
~isPartOf:"IMF working papers"
~isPartOf:"International journal of finance & economics : IJFE"
~person:"Zhou, Hao"
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3
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Zhou, Hao
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
8
Xiu, Dacheng
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7
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7
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Asai, Manabu
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Kim, Donggyu
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6
Gallant, A. Ronald
5
Gouriéroux, Christian
5
Hallin, Marc
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Li, Yingying
5
Liang, Chao
5
Liang, Hong
5
Taylor, Robert
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
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Gallo, Giampiero M.
4
Jasiak, Joann
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4
Li, Xiafei
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Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
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4
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4
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Journal of econometrics
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International journal of finance & economics : IJFE
Finance and economics discussion series
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2
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1
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ECONIS (ZBW)
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1
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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
Saved in:
3
Realized jumps on financial markets and predicting credit spreads
Tauchen, George Eugene
;
Zhou, Hao
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 102-118
Persistent link: https://www.econbiz.de/10009242533
Saved in:
4
Volatility puzzles: a simple framework for gauging return-volatility regressions
Bollerslev, Tim
;
Zhou, Hao
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003298567
Saved in:
5
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:
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