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~isPartOf:"Journal of econometrics"
~person:"Tauchen, George Eugene"
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CAPM
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Tauchen, George Eugene
Aït-Sahalia, Yacine
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Bandi, Federico M.
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Journal of econometrics
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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Journal of economic dynamics & control
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SFB 649 discussion paper
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ECONIS (ZBW)
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Variation and efficiency of high-frequency betas
Zhang, Congshan
;
Li, Jia
;
Todorov, Viktor
;
Tauchen, …
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 156-175
Persistent link: https://www.econbiz.de/10013441735
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2
Risk, jumps and diversification
Bollerslev, Tim
;
Law, Tzuo Hann
;
Tauchen, George Eugene
- In:
Journal of econometrics
144
(
2008
)
1
,
pp. 234-256
Persistent link: https://www.econbiz.de/10003723656
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