Volatility puzzles: a simple framework for gauging return-volatility regressions
| Year of publication: |
2006
|
|---|---|
| Authors: | Bollerslev, Tim ; Zhou, Hao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 131.2006, 1, p. 123-150
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