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~isPartOf:"Journal of financial econometrics"
~isPartOf:"The review of financial studies"
~person:"Bollerslev, Tim"
~type_genre:"Aufsatz in Zeitschrift"
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Bollerslev, Tim
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Journal of financial econometrics
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Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
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2
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4463-4492
Persistent link: https://www.econbiz.de/10003896321
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