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person:"Zhang, Lu"
~isPartOf:"ERID working paper"
~person:"Smith, Peter N."
~person:"Tauchen, George Eugene"
~subject:"Risikoprämie"
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Risikoprämie
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Zhang, Lu
Smith, Peter N.
Tauchen, George Eugene
Bollerslev, Tim
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Sizova, Natalia
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ECONIS (ZBW)
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
2
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009560379
Saved in:
3
Expected stock returns and variance risk premia
Bollerslev, Tim
;
Tauchen, George Eugene
;
Zhou, Hao
-
2008
Persistent link: https://www.econbiz.de/10010218854
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