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institution:"The Wharton Financial Institutions Center"
~institution:"International Monetary Fund"
~institution:"University of Chicago / Center for Research in Security Prices"
~person:"Bollerslev, Tim"
~person:"Stambaugh, Robert F."
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Bollerslev, Tim
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Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
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contributor
)
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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Liquidity risk and expected stock returns
Pástor, Ľuboš
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contributor
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2001
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001636396
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3
Mutual fund performance and seemingly unrelated assets
Pástor, Ľuboš
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contributor
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001551884
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