Volatility in equilibrium : asymmetries and dynamic dependencies
Tim Bollerslev, Natalia Sizova and George Tauchen
| Year of publication: |
2012
|
|---|---|
| Authors: | Bollerslev, Tim ; Sizova, Natalia ; Tauchen, George Eugene |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 16.2012, 1, p. 31-80
|
| Subject: | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Modellierung | Scientific modelling | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009520608