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subject:"Securities trading"
subject:"Share price"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Bollerslev, Tim"
~subject:"United States"
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Bollerslev, Tim
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Journal of financial and quantitative analysis : JFQA
CREATES research paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance and economics discussion series
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Journal of econometrics
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Journal of financial economics
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ERID working paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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The review of financial studies
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The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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